Formula I(1 and I(2: Race Tracks for Likelihood Maximization Algorithms of I(1 and I(2 Cointegrated VAR Models

Directory of Open Access Journals (Sweden)

Jurgen A. Doornik

2017-11-01

Full Text Available This paper provides some test cases, called circuits, for the evaluation of Gaussian likelihood maximization algorithms of the cointegrated vector autoregressive model. Both I(1 and I(2 models are considered. The performance of algorithms is compared first in terms of effectiveness, defined as the ability to find the overall maximum. The next step is to compare their efficiency and reliability across experiments. The aim of the paper is to commence a collective learning project by the profession on the actual properties of algorithms for cointegrated vector autoregressive model estimation, in order to improve their quality and, as a consequence, also the reliability of empirical research.

Multi-Channel Maximum Likelihood Pitch Estimation

DEFF Research Database (Denmark)

Christensen, Mads Græsbøll

2012-01-01

In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...

Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

Science.gov (United States)

Zeng, X.

2015-12-01

A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

Comparison of least-squares vs. maximum likelihood estimation for standard spectrum technique of β−γ coincidence spectrum analysis

International Nuclear Information System (INIS)

Lowrey, Justin D.; Biegalski, Steven R.F.

2012-01-01

The spectrum deconvolution analysis tool (SDAT) software code was written and tested at The University of Texas at Austin utilizing the standard spectrum technique to determine activity levels of Xe-131m, Xe-133m, Xe-133, and Xe-135 in β–γ coincidence spectra. SDAT was originally written to utilize the method of least-squares to calculate the activity of each radionuclide component in the spectrum. Recently, maximum likelihood estimation was also incorporated into the SDAT tool. This is a robust statistical technique to determine the parameters that maximize the Poisson distribution likelihood function of the sample data. In this case it is used to parameterize the activity level of each of the radioxenon components in the spectra. A new test dataset was constructed utilizing Xe-131m placed on a Xe-133 background to compare the robustness of the least-squares and maximum likelihood estimation methods for low counting statistics data. The Xe-131m spectra were collected independently from the Xe-133 spectra and added to generate the spectra in the test dataset. The true independent counts of Xe-131m and Xe-133 are known, as they were calculated before the spectra were added together. Spectra with both high and low counting statistics are analyzed. Studies are also performed by analyzing only the 30 keV X-ray region of the β–γ coincidence spectra. Results show that maximum likelihood estimation slightly outperforms least-squares for low counting statistics data.

Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation

Directory of Open Access Journals (Sweden)

Alejandro C. Frery

2004-12-01

Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the 𝒢0 law. This paper deals with amplitude data, so the 𝒢A0 distribution will be used. The literature reports that techniques for obtaining estimates (maximum likelihood, based on moments and on order statistics of the parameters of the 𝒢A0 distribution require samples of hundreds, even thousands, of observations in order to obtain sensible values. This is verified for maximum likelihood estimation, and a proposal based on alternate optimization is made to alleviate this situation. The proposal is assessed with real and simulated data, showing that the convergence problems are no longer present. A Monte Carlo experiment is devised to estimate the quality of maximum likelihood estimators in small samples, and real data is successfully analyzed with the proposed alternated procedure. Stylized empirical influence functions are computed and used to choose a strategy for computing maximum likelihood estimates that is resistant to outliers.

Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm.

Science.gov (United States)

Engelhardt, Alexander; Rieger, Anna; Tresch, Achim; Mansmann, Ulrich

2016-01-01

We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data. © 2017 S. Karger AG, Basel.

Assessment of the Maximal Split-Half Coefficient to Estimate Reliability

Science.gov (United States)

Thompson, Barry L.; Green, Samuel B.; Yang, Yanyun

2010-01-01

The maximal split-half coefficient is computed by calculating all possible split-half reliability estimates for a scale and then choosing the maximal value as the reliability estimate. Osburn compared the maximal split-half coefficient with 10 other internal consistency estimates of reliability and concluded that it yielded the most consistently…

Fast maximum likelihood estimation of mutation rates using a birth-death process.

Science.gov (United States)

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.

Composite likelihood and two-stage estimation in family studies

DEFF Research Database (Denmark)

Andersen, Elisabeth Anne Wreford

2004-01-01

In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...

Performance of penalized maximum likelihood in estimation of genetic covariances matrices

Directory of Open Access Journals (Sweden)

Meyer Karin

2011-11-01

Full Text Available Abstract Background Estimation of genetic covariance matrices for multivariate problems comprising more than a few traits is inherently problematic, since sampling variation increases dramatically with the number of traits. This paper investigates the efficacy of regularized estimation of covariance components in a maximum likelihood framework, imposing a penalty on the likelihood designed to reduce sampling variation. In particular, penalties that "borrow strength" from the phenotypic covariance matrix are considered. Methods An extensive simulation study was carried out to investigate the reduction in average 'loss', i.e. the deviation in estimated matrices from the population values, and the accompanying bias for a range of parameter values and sample sizes. A number of penalties are examined, penalizing either the canonical eigenvalues or the genetic covariance or correlation matrices. In addition, several strategies to determine the amount of penalization to be applied, i.e. to estimate the appropriate tuning factor, are explored. Results It is shown that substantial reductions in loss for estimates of genetic covariance can be achieved for small to moderate sample sizes. While no penalty performed best overall, penalizing the variance among the estimated canonical eigenvalues on the logarithmic scale or shrinking the genetic towards the phenotypic correlation matrix appeared most advantageous. Estimating the tuning factor using cross-validation resulted in a loss reduction 10 to 15% less than that obtained if population values were known. Applying a mild penalty, chosen so that the deviation in likelihood from the maximum was non-significant, performed as well if not better than cross-validation and can be recommended as a pragmatic strategy. Conclusions Penalized maximum likelihood estimation provides the means to 'make the most' of limited and precious data and facilitates more stable estimation for multi-dimensional analyses. It should

Modelling maximum likelihood estimation of availability

International Nuclear Information System (INIS)

Waller, R.A.; Tietjen, G.L.; Rock, G.W.

1975-01-01

Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)

Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation

International Nuclear Information System (INIS)

Helgesson, P.; Sjöstrand, H.; Koning, A.J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.

2016-01-01

In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also

MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

NARCIS (Netherlands)

SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM

In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the

Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors

DEFF Research Database (Denmark)

Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi

2013-01-01

Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan

2014-05-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan; Genton, Marc G.

2014-01-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation

Science.gov (United States)

Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.

2015-11-01

We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.

Maximum likelihood estimation of the attenuated ultrasound pulse

DEFF Research Database (Denmark)

Rasmussen, Klaus Bolding

1994-01-01

The attenuated ultrasound pulse is divided into two parts: a stationary basic pulse and a nonstationary attenuation pulse. A standard ARMA model is used for the basic pulse, and a nonstandard ARMA model is derived for the attenuation pulse. The maximum likelihood estimator of the attenuated...

A maximum pseudo-likelihood approach for estimating species trees under the coalescent model

Directory of Open Access Journals (Sweden)

Edwards Scott V

2010-10-01

Full Text Available Abstract Background Several phylogenetic approaches have been developed to estimate species trees from collections of gene trees. However, maximum likelihood approaches for estimating species trees under the coalescent model are limited. Although the likelihood of a species tree under the multispecies coalescent model has already been derived by Rannala and Yang, it can be shown that the maximum likelihood estimate (MLE of the species tree (topology, branch lengths, and population sizes from gene trees under this formula does not exist. In this paper, we develop a pseudo-likelihood function of the species tree to obtain maximum pseudo-likelihood estimates (MPE of species trees, with branch lengths of the species tree in coalescent units. Results We show that the MPE of the species tree is statistically consistent as the number M of genes goes to infinity. In addition, the probability that the MPE of the species tree matches the true species tree converges to 1 at rate O(M -1. The simulation results confirm that the maximum pseudo-likelihood approach is statistically consistent even when the species tree is in the anomaly zone. We applied our method, Maximum Pseudo-likelihood for Estimating Species Trees (MP-EST to a mammal dataset. The four major clades found in the MP-EST tree are consistent with those in the Bayesian concatenation tree. The bootstrap supports for the species tree estimated by the MP-EST method are more reasonable than the posterior probability supports given by the Bayesian concatenation method in reflecting the level of uncertainty in gene trees and controversies over the relationship of four major groups of placental mammals. Conclusions MP-EST can consistently estimate the topology and branch lengths (in coalescent units of the species tree. Although the pseudo-likelihood is derived from coalescent theory, and assumes no gene flow or horizontal gene transfer (HGT, the MP-EST method is robust to a small amount of HGT in the

COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION BY A GAUSSIANIZED BLACKWELL-RAO ESTIMATOR

International Nuclear Information System (INIS)

Rudjord, Oe.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Gorski, K. M.; Jewell, J. B.

2009-01-01

We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ls. A single evaluation of this estimator between l = 2 and 200 takes ∼0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between l = 2 and 30 for a map with ∼2500 pixels requires ∼20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C l , and likelihood, L(C l ), for l ≤ 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n s = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, n s = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ls than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between l = 12 and 30 by the WMAP team biased n s low by 0.4σ, while here we find that the same approximation

Maximum Likelihood Estimation and Inference With Examples in R, SAS and ADMB

CERN Document Server

Millar, Russell B

2011-01-01

This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statis

Maximum likelihood estimation for Cox's regression model under nested case-control sampling

DEFF Research Database (Denmark)

Scheike, Thomas Harder; Juul, Anders

2004-01-01

-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used......Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards...... model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin...

Regularization parameter selection methods for ill-posed Poisson maximum likelihood estimation

International Nuclear Information System (INIS)

Bardsley, Johnathan M; Goldes, John

2009-01-01

In image processing applications, image intensity is often measured via the counting of incident photons emitted by the object of interest. In such cases, image data noise is accurately modeled by a Poisson distribution. This motivates the use of Poisson maximum likelihood estimation for image reconstruction. However, when the underlying model equation is ill-posed, regularization is needed. Regularized Poisson likelihood estimation has been studied extensively by the authors, though a problem of high importance remains: the choice of the regularization parameter. We will present three statistically motivated methods for choosing the regularization parameter, and numerical examples will be presented to illustrate their effectiveness

Modified Moment, Maximum Likelihood and Percentile Estimators for the Parameters of the Power Function Distribution

Directory of Open Access Journals (Sweden)

Azam Zaka

2014-10-01

Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.

A simple route to maximum-likelihood estimates of two-locus

Indian Academy of Sciences (India)

Home; Journals; Journal of Genetics; Volume 94; Issue 3. A simple route to maximum-likelihood estimates of two-locus recombination fractions under inequality restrictions. Iain L. Macdonald Philasande Nkalashe. Research Note Volume 94 Issue 3 September 2015 pp 479-481 ...

Maximum likelihood estimation of phase-type distributions

DEFF Research Database (Denmark)

Esparza, Luz Judith R

for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...

Climate reconstruction analysis using coexistence likelihood estimation (CRACLE): a method for the estimation of climate using vegetation.

Science.gov (United States)

Harbert, Robert S; Nixon, Kevin C

2015-08-01

• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.

Bias Correction for the Maximum Likelihood Estimate of Ability. Research Report. ETS RR-05-15

Science.gov (United States)

Zhang, Jinming

2005-01-01

Lord's bias function and the weighted likelihood estimation method are effective in reducing the bias of the maximum likelihood estimate of an examinee's ability under the assumption that the true item parameters are known. This paper presents simulation studies to determine the effectiveness of these two methods in reducing the bias when the item…

Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems

Directory of Open Access Journals (Sweden)

Hakan A. Çırpan

2002-05-01

Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.

Maximum likelihood pixel labeling using a spatially variant finite mixture model

International Nuclear Information System (INIS)

Gopal, S.S.; Hebert, T.J.

1996-01-01

We propose a spatially-variant mixture model for pixel labeling. Based on this spatially-variant mixture model we derive an expectation maximization algorithm for maximum likelihood estimation of the pixel labels. While most algorithms using mixture models entail the subsequent use of a Bayes classifier for pixel labeling, the proposed algorithm yields maximum likelihood estimates of the labels themselves and results in unambiguous pixel labels. The proposed algorithm is fast, robust, easy to implement, flexible in that it can be applied to any arbitrary image data where the number of classes is known and, most importantly, obviates the need for an explicit labeling rule. The algorithm is evaluated both quantitatively and qualitatively on simulated data and on clinical magnetic resonance images of the human brain

Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

NARCIS (Netherlands)

Ros, B.P.; Bijma, F.; de Munck, J.C.; de Gunst, M.C.M.

2016-01-01

This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is no explicit expression for the maximum likelihood estimator

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

Energy Technology Data Exchange (ETDEWEB)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Microarray background correction: maximum likelihood estimation for the normal-exponential convolution

DEFF Research Database (Denmark)

Silver, Jeremy D; Ritchie, Matthew E; Smyth, Gordon K

2009-01-01

exponentially distributed, representing background noise and signal, respectively. Using a saddle-point approximation, Ritchie and others (2007) found normexp to be the best background correction method for 2-color microarray data. This article develops the normexp method further by improving the estimation...... is developed for exact maximum likelihood estimation (MLE) using high-quality optimization software and using the saddle-point estimates as starting values. "MLE" is shown to outperform heuristic estimators proposed by other authors, both in terms of estimation accuracy and in terms of performance on real data...

Maximum likelihood window for time delay estimation

International Nuclear Information System (INIS)

Lee, Young Sup; Yoon, Dong Jin; Kim, Chi Yup

2004-01-01

Time delay estimation for the detection of leak location in underground pipelines is critically important. Because the exact leak location depends upon the precision of the time delay between sensor signals due to leak noise and the speed of elastic waves, the research on the estimation of time delay has been one of the key issues in leak lovating with the time arrival difference method. In this study, an optimal Maximum Likelihood window is considered to obtain a better estimation of the time delay. This method has been proved in experiments, which can provide much clearer and more precise peaks in cross-correlation functions of leak signals. The leak location error has been less than 1 % of the distance between sensors, for example the error was not greater than 3 m for 300 m long underground pipelines. Apart from the experiment, an intensive theoretical analysis in terms of signal processing has been described. The improved leak locating with the suggested method is due to the windowing effect in frequency domain, which offers a weighting in significant frequencies.

Wobbling and LSF-based maximum likelihood expectation maximization reconstruction for wobbling PET

International Nuclear Information System (INIS)

Kim, Hang-Keun; Son, Young-Don; Kwon, Dae-Hyuk; Joo, Yohan; Cho, Zang-Hee

2016-01-01

Positron emission tomography (PET) is a widely used imaging modality; however, the PET spatial resolution is not yet satisfactory for precise anatomical localization of molecular activities. Detector size is the most important factor because it determines the intrinsic resolution, which is approximately half of the detector size and determines the ultimate PET resolution. Detector size, however, cannot be made too small because both the decreased detection efficiency and the increased septal penetration effect degrade the image quality. A wobbling and line spread function (LSF)-based maximum likelihood expectation maximization (WL-MLEM) algorithm, which combined the MLEM iterative reconstruction algorithm with wobbled sampling and LSF-based deconvolution using the system matrix, was proposed for improving the spatial resolution of PET without reducing the scintillator or detector size. The new algorithm was evaluated using a simulation, and its performance was compared with that of the existing algorithms, such as conventional MLEM and LSF-based MLEM. Simulations demonstrated that the WL-MLEM algorithm yielded higher spatial resolution and image quality than the existing algorithms. The WL-MLEM algorithm with wobbling PET yielded substantially improved resolution compared with conventional algorithms with stationary PET. The algorithm can be easily extended to other iterative reconstruction algorithms, such as maximum a priori (MAP) and ordered subset expectation maximization (OSEM). The WL-MLEM algorithm with wobbling PET may offer improvements in both sensitivity and resolution, the two most sought-after features in PET design. - Highlights: • This paper proposed WL-MLEM algorithm for PET and demonstrated its performance. • WL-MLEM algorithm effectively combined wobbling and line spread function based MLEM. • WL-MLEM provided improvements in the spatial resolution and the PET image quality. • WL-MLEM can be easily extended to the other iterative

Maximum-likelihood estimation of recent shared ancestry (ERSA).

Science.gov (United States)

Huff, Chad D; Witherspoon, David J; Simonson, Tatum S; Xing, Jinchuan; Watkins, W Scott; Zhang, Yuhua; Tuohy, Therese M; Neklason, Deborah W; Burt, Randall W; Guthery, Stephen L; Woodward, Scott R; Jorde, Lynn B

2011-05-01

Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package.

Maximum likelihood estimation for Cox's regression model under nested case-control sampling

DEFF Research Database (Denmark)

Scheike, Thomas; Juul, Anders

2004-01-01

Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazard...

Applications of expectation maximization algorithm for coherent optical communication

DEFF Research Database (Denmark)

Carvalho, L.; Oliveira, J.; Zibar, Darko

2014-01-01

In this invited paper, we present powerful statistical signal processing methods, used by machine learning community, and link them to current problems in optical communication. In particular, we will look into iterative maximum likelihood parameter estimation based on expectation maximization...... algorithm and its application in coherent optical communication systems for linear and nonlinear impairment mitigation. Furthermore, the estimated parameters are used to build the probabilistic model of the system for the synthetic impairment generation....

Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

Science.gov (United States)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-03-01

Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data-space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper we use massive asymptotically-optimal data compression to reduce the dimensionality of the data-space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parameterized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate Density Estimation Likelihood-Free Inference with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological datasets.

Building unbiased estimators from non-Gaussian likelihoods with application to shear estimation

International Nuclear Information System (INIS)

Madhavacheril, Mathew S.; Sehgal, Neelima; McDonald, Patrick; Slosar, Anže

2015-01-01

We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the work of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong's estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g|=0.2

The gap between fatherhood and couplehood desires among Israeli gay men and estimations of their likelihood.

Science.gov (United States)

Shenkman, Geva

2012-10-01

This study examined the frequencies of the desires and likelihood estimations of Israeli gay men regarding fatherhood and couplehood, using a sample of 183 gay men aged 19-50. It follows previous research which indicated the existence of a gap in the United States with respect to fatherhood, and called for generalizability examinations in other countries and the exploration of possible explanations. As predicted, a gap was also found in Israel between fatherhood desires and their likelihood estimations, as well as between couplehood desires and their likelihood estimations. In addition, lower estimations of fatherhood likelihood were found to predict depression and to correlate with decreased subjective well-being. Possible psychosocial explanations are offered. Moreover, by mapping attitudes toward fatherhood and couplehood among Israeli gay men, the current study helps to extend our knowledge of several central human development motivations and their correlations with depression and subjective well-being in a less-studied sexual minority in a complex cultural climate. (PsycINFO Database Record (c) 2012 APA, all rights reserved).

HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification

KAUST Repository

Litvinenko, Alexander

2017-01-01

and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters

Likelihood Estimation of Gamma Ray Bursts Duration Distribution

OpenAIRE

Horvath, Istvan

2005-01-01

Two classes of Gamma Ray Bursts have been identified so far, characterized by T90 durations shorter and longer than approximately 2 seconds. It was shown that the BATSE 3B data allow a good fit with three Gaussian distributions in log T90. In the same Volume in ApJ. another paper suggested that the third class of GRBs is may exist. Using the full BATSE catalog here we present the maximum likelihood estimation, which gives us 0.5% probability to having only two subclasses. The MC simulation co...

Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

Directory of Open Access Journals (Sweden)

Hare Krishna

2017-01-01

Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.

Maximum likelihood estimation of the position of a radiating source in a waveguide

International Nuclear Information System (INIS)

Hinich, M.J.

1979-01-01

An array of sensors is receiving radiation from a source of interest. The source and the array are in a one- or two-dimensional waveguide. The maximum-likelihood estimators of the coordinates of the source are analyzed under the assumptions that the noise field is Gaussian. The Cramer-Rao lower bound is of the order of the number of modes which define the source excitation function. The results show that the accuracy of the maximum likelihood estimator of source depth using a vertical array in a infinite horizontal waveguide (such as the ocean) is limited by the number of modes detected by the array regardless of the array size

Outlier identification procedures for contingency tables using maximum likelihood and $L_1$ estimates

NARCIS (Netherlands)

Kuhnt, S.

2004-01-01

Observed cell counts in contingency tables are perceived as outliers if they have low probability under an anticipated loglinear Poisson model. New procedures for the identification of such outliers are derived using the classical maximum likelihood estimator and an estimator based on the L1 norm.

MXLKID: a maximum likelihood parameter identifier

International Nuclear Information System (INIS)

Gavel, D.T.

1980-07-01

MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables

Maximum likelihood estimation of ancestral codon usage bias parameters in Drosophila

DEFF Research Database (Denmark)

Nielsen, Rasmus; Bauer DuMont, Vanessa L; Hubisz, Melissa J

2007-01-01

: the selection coefficient for optimal codon usage (S), allowing joint maximum likelihood estimation of S and the dN/dS ratio. We apply the method to previously published data from Drosophila melanogaster, Drosophila simulans, and Drosophila yakuba and show, in accordance with previous results, that the D...

The equivalence of information-theoretic and likelihood-based methods for neural dimensionality reduction.

Directory of Open Access Journals (Sweden)

Ross S Williamson

2015-04-01

Full Text Available Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron's probability of spiking. One popular method, known as maximally informative dimensions (MID, uses an information-theoretic quantity known as "single-spike information" to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex.

Maximum Likelihood Blood Velocity Estimator Incorporating Properties of Flow Physics

DEFF Research Database (Denmark)

Schlaikjer, Malene; Jensen, Jørgen Arendt

2004-01-01

)-data under investigation. The flow physic properties are exploited in the second term, as the range of velocity values investigated in the cross-correlation analysis are compared to the velocity estimates in the temporal and spatial neighborhood of the signal segment under investigation. The new estimator...... has been compared to the cross-correlation (CC) estimator and the previously developed maximum likelihood estimator (MLE). The results show that the CMLE can handle a larger velocity search range and is capable of estimating even low velocity levels from tissue motion. The CC and the MLE produce...... for the CC and the MLE. When the velocity search range is set to twice the limit of the CC and the MLE, the number of incorrect velocity estimates are 0, 19.1, and 7.2% for the CMLE, CC, and MLE, respectively. The ability to handle a larger search range and estimating low velocity levels was confirmed...

Targeted maximum likelihood estimation for a binary treatment: A tutorial.

Science.gov (United States)

Luque-Fernandez, Miguel Angel; Schomaker, Michael; Rachet, Bernard; Schnitzer, Mireille E

2018-04-23

When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naïve regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository: https://github.com/migariane/SIM-TMLE-tutorial. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

Maximum likelihood estimation for cytogenetic dose-response curves

International Nuclear Information System (INIS)

Frome, E.L.; DuFrain, R.J.

1986-01-01

In vitro dose-response curves are used to describe the relation between chromosome aberrations and radiation dose for human lymphocytes. The lymphocytes are exposed to low-LET radiation, and the resulting dicentric chromosome aberrations follow the Poisson distribution. The expected yield depends on both the magnitude and the temporal distribution of the dose. A general dose-response model that describes this relation has been presented by Kellerer and Rossi (1972, Current Topics on Radiation Research Quarterly 8, 85-158; 1978, Radiation Research 75, 471-488) using the theory of dual radiation action. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting dose-time-response models are intrinsically nonlinear in the parameters. A general-purpose maximum likelihood estimation procedure is described, and estimation for the nonlinear models is illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure

Estimating likelihood of future crashes for crash-prone drivers

OpenAIRE

Subasish Das; Xiaoduan Sun; Fan Wang; Charles Leboeuf

2015-01-01

At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the a...

Applying a Weighted Maximum Likelihood Latent Trait Estimator to the Generalized Partial Credit Model

Science.gov (United States)

Penfield, Randall D.; Bergeron, Jennifer M.

2005-01-01

This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Maximum Likelihood PSD Estimation for Speech Enhancement in Reverberation and Noise

DEFF Research Database (Denmark)

Kuklasinski, Adam; Doclo, Simon; Jensen, Søren Holdt

2016-01-01

In this contribution we focus on the problem of power spectral density (PSD) estimation from multiple microphone signals in reverberant and noisy environments. The PSD estimation method proposed in this paper is based on the maximum likelihood (ML) methodology. In particular, we derive a novel ML...... instrumental measures and is shown to be higher than when the competing estimator is used. Moreover, we perform a speech intelligibility test where we demonstrate that both the proposed and the competing PSD estimators lead to similar intelligibility improvements......., it is shown numerically that the mean squared estimation error achieved by the proposed method is near the limit set by the corresponding Cram´er-Rao lower bound. The speech dereverberation performance of a multi-channel Wiener filter (MWF) based on the proposed PSD estimators is measured using several...

Constructing valid density matrices on an NMR quantum information processor via maximum likelihood estimation

Energy Technology Data Exchange (ETDEWEB)

Singh, Harpreet; Arvind; Dorai, Kavita, E-mail: kavita@iisermohali.ac.in

2016-09-07

Estimation of quantum states is an important step in any quantum information processing experiment. A naive reconstruction of the density matrix from experimental measurements can often give density matrices which are not positive, and hence not physically acceptable. How do we ensure that at all stages of reconstruction, we keep the density matrix positive? Recently a method has been suggested based on maximum likelihood estimation, wherein the density matrix is guaranteed to be positive definite. We experimentally implement this protocol on an NMR quantum information processor. We discuss several examples and compare with the standard method of state estimation. - Highlights: • State estimation using maximum likelihood method was performed on an NMR quantum information processor. • Physically valid density matrices were obtained every time in contrast to standard quantum state tomography. • Density matrices of several different entangled and separable states were reconstructed for two and three qubits.

Estimation of maximal oxygen uptake without exercise testing in Korean healthy adult workers.

Science.gov (United States)

Jang, Tae-Won; Park, Shin-Goo; Kim, Hyoung-Ryoul; Kim, Jung-Man; Hong, Young-Seoub; Kim, Byoung-Gwon

2012-08-01

Maximal oxygen uptake is generally accepted as the most valid and reliable index of cardiorespiratory fitness and functional aerobic capacity. The exercise test for measuring maximal oxygen uptake is unsuitable for screening tests in public heath examinations, because of the potential risks of exercise exertion and time demands. We designed this study to determine whether work-related physical activity is a potential predictor of maximal oxygen uptake, and to develop a maximal oxygen uptake equation using a non-exercise regression model for the cardiorespiratory fitness test in Korean adult workers. Study subjects were adult workers of small-sized companies in Korea. Subjects with history of disease such as hypertension, diabetes, asthma and angina were excluded. In total, 217 adult subjects (113 men of 21-55 years old and 104 women of 20-64 years old) were included. Self-report questionnaire survey was conducted on study subjects, and maximal oxygen uptake of each subject was measured with the exercise test. The statistical analysis was carried out to develop an equation for estimating maximal oxygen uptake. The predictors for estimating maximal oxygen uptake included age, gender, body mass index, smoking, leisure-time physical activity and the factors representing work-related physical activity. The work-related physical activity was identified to be a predictor of maximal oxygen uptake. Moreover, the equation showed high validity according to the statistical analysis. The equation for estimating maximal oxygen uptake developed in the present study could be used as a screening test for assessing cardiorespiratory fitness in Korean adult workers.

Parameter estimation in astronomy through application of the likelihood ratio. [satellite data analysis techniques

Science.gov (United States)

Cash, W.

1979-01-01

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

A Fast Algorithm for Maximum Likelihood Estimation of Harmonic Chirp Parameters

DEFF Research Database (Denmark)

Jensen, Tobias Lindstrøm; Nielsen, Jesper Kjær; Jensen, Jesper Rindom

2017-01-01

. A statistically efficient estimator for extracting the parameters of the harmonic chirp model in additive white Gaussian noise is the maximum likelihood (ML) estimator which recently has been demonstrated to be robust to noise and accurate --- even when the model order is unknown. The main drawback of the ML......The analysis of (approximately) periodic signals is an important element in numerous applications. One generalization of standard periodic signals often occurring in practice are harmonic chirp signals where the instantaneous frequency increases/decreases linearly as a function of time...

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

NARCIS (Netherlands)

Mesters, G.; Koopman, S.J.; Ooms, M.

2016-01-01

An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian approximating

Maximum likelihood estimation of the parameters of nonminimum phase and noncausal ARMA models

DEFF Research Database (Denmark)

Rasmussen, Klaus Bolding

1994-01-01

The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This paper presents a new method known as the back-filtering-based maximum likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method...... is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the unit circle for estimation of the parameters of a causal, nonminimum phase ARMA model...

On the Relationships between Jeffreys Modal and Weighted Likelihood Estimation of Ability under Logistic IRT Models

Science.gov (United States)

Magis, David; Raiche, Gilles

2012-01-01

This paper focuses on two estimators of ability with logistic item response theory models: the Bayesian modal (BM) estimator and the weighted likelihood (WL) estimator. For the BM estimator, Jeffreys' prior distribution is considered, and the corresponding estimator is referred to as the Jeffreys modal (JM) estimator. It is established that under…

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

Science.gov (United States)

Walker, H. F.

1976-01-01

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

On Maximum Likelihood Estimation for Left Censored Burr Type III Distribution

Directory of Open Access Journals (Sweden)

Navid Feroze

2015-12-01

Full Text Available Burr type III is an important distribution used to model the failure time data. The paper addresses the problem of estimation of parameters of the Burr type III distribution based on maximum likelihood estimation (MLE when the samples are left censored. As the closed form expression for the MLEs of the parameters cannot be derived, the approximate solutions have been obtained through iterative procedures. An extensive simulation study has been carried out to investigate the performance of the estimators with respect to sample size, censoring rate and true parametric values. A real life example has also been presented. The study revealed that the proposed estimators are consistent and capable of providing efficient results under small to moderate samples.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Experimental demonstration of the maximum likelihood-based chromatic dispersion estimator for coherent receivers

DEFF Research Database (Denmark)

Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk

2014-01-01

We perform an experimental investigation of a maximum likelihood-based (ML-based) algorithm for bulk chromatic dispersion estimation for digital coherent receivers operating in uncompensated optical networks. We demonstrate the robustness of the method at low optical signal-to-noise ratio (OSNR...

Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood

NARCIS (Netherlands)

Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.

2011-01-01

Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are

Marginal Maximum Likelihood Estimation of Item Response Models in R

Directory of Open Access Journals (Sweden)

Matthew S. Johnson

2007-02-01

Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.

Parameter Estimation for Improving Association Indicators in Binary Logistic Regression

Directory of Open Access Journals (Sweden)

Mahdi Bashiri

2012-02-01

Full Text Available The aim of this paper is estimation of Binary logistic regression parameters for maximizing the log-likelihood function with improved association indicators. In this paper the parameter estimation steps have been explained and then measures of association have been introduced and their calculations have been analyzed. Moreover a new related indicators based on membership degree level have been expressed. Indeed association measures demonstrate the number of success responses occurred in front of failure in certain number of Bernoulli independent experiments. In parameter estimation, existing indicators values is not sensitive to the parameter values, whereas the proposed indicators are sensitive to the estimated parameters during the iterative procedure. Therefore, proposing a new association indicator of binary logistic regression with more sensitivity to the estimated parameters in maximizing the log- likelihood in iterative procedure is innovation of this study.

The risk function approach to profit maximizing estimation in direct mailing

NARCIS (Netherlands)

Muus, Lars; Scheer, Hiek van der; Wansbeek, Tom

1999-01-01

When the parameters of the model describing consumers' reaction to a mailing are known, addresses for a future mailing can be selected in a profit-maximizing way. Usually, these parameters are unknown and are to be estimated. Standard estimation are based on a quadratic loss function. In the present

An Invariance Property for the Maximum Likelihood Estimator of the Parameters of a Gaussian Moving Average Process

OpenAIRE

Godolphin, E. J.

1980-01-01

It is shown that the estimation procedure of Walker leads to estimates of the parameters of a Gaussian moving average process which are asymptotically equivalent to the maximum likelihood estimates proposed by Whittle and represented by Godolphin.

A theory of timing in scintillation counters based on maximum likelihood estimation

International Nuclear Information System (INIS)

Tomitani, Takehiro

1982-01-01

A theory of timing in scintillation counters based on the maximum likelihood estimation is presented. An optimum filter that minimizes the variance of timing is described. A simple formula to estimate the variance of timing is presented as a function of photoelectron number, scintillation decay constant and the single electron transit time spread in the photomultiplier. The present method was compared with the theory by E. Gatti and V. Svelto. The proposed method was applied to two simple models and rough estimations of potential time resolution of several scintillators are given. The proposed method is applicable to the timing in Cerenkov counters and semiconductor detectors as well. (author)

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances

Directory of Open Access Journals (Sweden)

Manuel Gil

2014-09-01

Full Text Available Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989 which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.

Science.gov (United States)

Gil, Manuel

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.

Science.gov (United States)

Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram

2017-02-01

In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.

Likelihood devices in spatial statistics

NARCIS (Netherlands)

Zwet, E.W. van

1999-01-01

One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments

Maximum Likelihood-Based Methods for Target Velocity Estimation with Distributed MIMO Radar

Directory of Open Access Journals (Sweden)

Zhenxin Cao

2018-02-01

Full Text Available The estimation problem for target velocity is addressed in this in the scenario with a distributed multi-input multi-out (MIMO radar system. A maximum likelihood (ML-based estimation method is derived with the knowledge of target position. Then, in the scenario without the knowledge of target position, an iterative method is proposed to estimate the target velocity by updating the position information iteratively. Moreover, the Carmér-Rao Lower Bounds (CRLBs for both scenarios are derived, and the performance degradation of velocity estimation without the position information is also expressed. Simulation results show that the proposed estimation methods can approach the CRLBs, and the velocity estimation performance can be further improved by increasing either the number of radar antennas or the information accuracy of the target position. Furthermore, compared with the existing methods, a better estimation performance can be achieved.

Direct reconstruction of the source intensity distribution of a clinical linear accelerator using a maximum likelihood expectation maximization algorithm.

Science.gov (United States)

Papaconstadopoulos, P; Levesque, I R; Maglieri, R; Seuntjens, J

2016-02-07

Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size ([Formula: see text] cm(2)). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect.

Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E.

2017-01-01

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\H$-) matrix format with computational cost $\\mathcal{O}(k^2n \\log^2 n/p)$ and storage $\\mathcal{O}(kn \\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander

2017-11-01

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\H$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

A score to estimate the likelihood of detecting advanced colorectal neoplasia at colonoscopy.

Science.gov (United States)

Kaminski, Michal F; Polkowski, Marcin; Kraszewska, Ewa; Rupinski, Maciej; Butruk, Eugeniusz; Regula, Jaroslaw

2014-07-01

This study aimed to develop and validate a model to estimate the likelihood of detecting advanced colorectal neoplasia in Caucasian patients. We performed a cross-sectional analysis of database records for 40-year-old to 66-year-old patients who entered a national primary colonoscopy-based screening programme for colorectal cancer in 73 centres in Poland in the year 2007. We used multivariate logistic regression to investigate the associations between clinical variables and the presence of advanced neoplasia in a randomly selected test set, and confirmed the associations in a validation set. We used model coefficients to develop a risk score for detection of advanced colorectal neoplasia. Advanced colorectal neoplasia was detected in 2544 of the 35,918 included participants (7.1%). In the test set, a logistic-regression model showed that independent risk factors for advanced colorectal neoplasia were: age, sex, family history of colorectal cancer, cigarette smoking (padvanced neoplasia: 1.00 (95% CI 0.95 to 1.06)) and had moderate discriminatory power (c-statistic 0.62). We developed a score that estimated the likelihood of detecting advanced neoplasia in the validation set, from 1.32% for patients scoring 0, to 19.12% for patients scoring 7-8. Developed and internally validated score consisting of simple clinical factors successfully estimates the likelihood of detecting advanced colorectal neoplasia in asymptomatic Caucasian patients. Once externally validated, it may be useful for counselling or designing primary prevention studies. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.

Maximum likelihood estimation for cytogenetic dose-response curves

International Nuclear Information System (INIS)

Frome, E.L; DuFrain, R.J.

1983-10-01

In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa[γd + g(t, tau)d 2 ], where t is the time and d is dose. The coefficient of the d 2 term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure

Maximum likelihood estimation for cytogenetic dose-response curves

Energy Technology Data Exchange (ETDEWEB)

Frome, E.L; DuFrain, R.J.

1983-10-01

In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.

A new maximum likelihood blood velocity estimator incorporating spatial and temporal correlation

DEFF Research Database (Denmark)

Schlaikjer, Malene; Jensen, Jørgen Arendt

2001-01-01

and space. This paper presents a new estimator (STC-MLE), which incorporates the correlation property. It is an expansion of the maximum likelihood estimator (MLE) developed by Ferrara et al. With the MLE a cross-correlation analysis between consecutive RF-lines on complex form is carried out for a range...... of possible velocities. In the new estimator an additional similarity investigation for each evaluated velocity and the available velocity estimates in a temporal (between frames) and spatial (within frames) neighborhood is performed. An a priori probability density term in the distribution...... of the observations gives a probability measure of the correlation between the velocities. Both the MLE and the STC-MLE have been evaluated on simulated and in-vivo RF-data obtained from the carotid artery. Using the MLE 4.1% of the estimates deviate significantly from the true velocities, when the performance...

A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

International Nuclear Information System (INIS)

Beer, M.

1980-01-01

The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that the use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates

Maximal information analysis: I - various Wayne State plots and the most common likelihood principle

International Nuclear Information System (INIS)

Bonvicini, G.

2005-01-01

Statistical analysis using all moments of the likelihood L(y vertical bar α) (y being the data and α being the fit parameters) is presented. The relevant plots for various data fitting situations are presented. The goodness of fit (GOF) parameter (currently the χ 2 ) is redefined as the isoprobability level in a multidimensional space. Many useful properties of statistical analysis are summarized in a new statistical principle which states that the most common likelihood, and not the tallest, is the best possible likelihood, when comparing experiments or hypotheses

Maximum likelihood versus likelihood-free quantum system identification in the atom maser

International Nuclear Information System (INIS)

Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin

2014-01-01

We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle. (paper)

Multi-level restricted maximum likelihood covariance estimation and kriging for large non-gridded spatial datasets

KAUST Repository

Castrillon, Julio; Genton, Marc G.; Yokota, Rio

2015-01-01

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the deterministic

Incorporating Nuisance Parameters in Likelihoods for Multisource Spectra

CERN Document Server

Conway, J.S.

2011-01-01

We describe here the general mathematical approach to constructing likelihoods for fitting observed spectra in one or more dimensions with multiple sources, including the effects of systematic uncertainties represented as nuisance parameters, when the likelihood is to be maximized with respect to these parameters. We consider three types of nuisance parameters: simple multiplicative factors, source spectra "morphing" parameters, and parameters representing statistical uncertainties in the predicted source spectra.

PERTURBATION ESTIMATES FOR THE MAXIMAL SOLUTION OF A NONLINEAR MATRIX EQUATION

Directory of Open Access Journals (Sweden)

Vejdi I. Hasanov

2017-06-01

Full Text Available In this paper a nonlinear matrix equation is considered. Perturba- tion estimations for the maximal solution of the considered equation are obtained. The results are illustrated by the use of numerical ex- amples.

Maximum likelihood sequence estimation for optical complex direct modulation.

Science.gov (United States)

Che, Di; Yuan, Feng; Shieh, William

2017-04-17

Semiconductor lasers are versatile optical transmitters in nature. Through the direct modulation (DM), the intensity modulation is realized by the linear mapping between the injection current and the light power, while various angle modulations are enabled by the frequency chirp. Limited by the direct detection, DM lasers used to be exploited only as 1-D (intensity or angle) transmitters by suppressing or simply ignoring the other modulation. Nevertheless, through the digital coherent detection, simultaneous intensity and angle modulations (namely, 2-D complex DM, CDM) can be realized by a single laser diode. The crucial technique of CDM is the joint demodulation of intensity and differential phase with the maximum likelihood sequence estimation (MLSE), supported by a closed-form discrete signal approximation of frequency chirp to characterize the MLSE transition probability. This paper proposes a statistical method for the transition probability to significantly enhance the accuracy of the chirp model. Using the statistical estimation, we demonstrate the first single-channel 100-Gb/s PAM-4 transmission over 1600-km fiber with only 10G-class DM lasers.

IMNN: Information Maximizing Neural Networks

Science.gov (United States)

Charnock, Tom; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-04-01

This software trains artificial neural networks to find non-linear functionals of data that maximize Fisher information: information maximizing neural networks (IMNNs). As compressing large data sets vastly simplifies both frequentist and Bayesian inference, important information may be inadvertently missed. Likelihood-free inference based on automatically derived IMNN summaries produces summaries that are good approximations to sufficient statistics. IMNNs are robustly capable of automatically finding optimal, non-linear summaries of the data even in cases where linear compression fails: inferring the variance of Gaussian signal in the presence of noise, inferring cosmological parameters from mock simulations of the Lyman-α forest in quasar spectra, and inferring frequency-domain parameters from LISA-like detections of gravitational waveforms. In this final case, the IMNN summary outperforms linear data compression by avoiding the introduction of spurious likelihood maxima.

Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

Energy Technology Data Exchange (ETDEWEB)

Gopich, Irina V. [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, Maryland 20892 (United States)

2015-01-21

Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.

EQPlanar: a maximum-likelihood method for accurate organ activity estimation from whole body planar projections

International Nuclear Information System (INIS)

Song, N; Frey, E C; He, B; Wahl, R L

2011-01-01

Optimizing targeted radionuclide therapy requires patient-specific estimation of organ doses. The organ doses are estimated from quantitative nuclear medicine imaging studies, many of which involve planar whole body scans. We have previously developed the quantitative planar (QPlanar) processing method and demonstrated its ability to provide more accurate activity estimates than conventional geometric-mean-based planar (CPlanar) processing methods using physical phantom and simulation studies. The QPlanar method uses the maximum likelihood-expectation maximization algorithm, 3D organ volume of interests (VOIs), and rigorous models of physical image degrading factors to estimate organ activities. However, the QPlanar method requires alignment between the 3D organ VOIs and the 2D planar projections and assumes uniform activity distribution in each VOI. This makes application to patients challenging. As a result, in this paper we propose an extended QPlanar (EQPlanar) method that provides independent-organ rigid registration and includes multiple background regions. We have validated this method using both Monte Carlo simulation and patient data. In the simulation study, we evaluated the precision and accuracy of the method in comparison to the original QPlanar method. For the patient studies, we compared organ activity estimates at 24 h after injection with those from conventional geometric mean-based planar quantification using a 24 h post-injection quantitative SPECT reconstruction as the gold standard. We also compared the goodness of fit of the measured and estimated projections obtained from the EQPlanar method to those from the original method at four other time points where gold standard data were not available. In the simulation study, more accurate activity estimates were provided by the EQPlanar method for all the organs at all the time points compared with the QPlanar method. Based on the patient data, we concluded that the EQPlanar method provided a

A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation

Directory of Open Access Journals (Sweden)

Shu Cai

2016-12-01

Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.

A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.

Energy Technology Data Exchange (ETDEWEB)

Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,

2014-09-01

In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

Science.gov (United States)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

International Nuclear Information System (INIS)

Stoneking, M.R.; Den Hartog, D.J.

1996-06-01

The fitting of data by χ 2 -minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimates for the fit parameters. They compare this method with a χ 2 -minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than ∼20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers

An Example of an Improvable Rao-Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator.

Science.gov (United States)

Galili, Tal; Meilijson, Isaac

2016-01-02

The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].

Empirical likelihood

CERN Document Server

Owen, Art B

2001-01-01

Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies empirical likelihood to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Abundant figures offer vi...

Estimation of Road Vehicle Speed Using Two Omnidirectional Microphones: A Maximum Likelihood Approach

Directory of Open Access Journals (Sweden)

López-Valcarce Roberto

2004-01-01

Full Text Available We address the problem of estimating the speed of a road vehicle from its acoustic signature, recorded by a pair of omnidirectional microphones located next to the road. This choice of sensors is motivated by their nonintrusive nature as well as low installation and maintenance costs. A novel estimation technique is proposed, which is based on the maximum likelihood principle. It directly estimates car speed without any assumptions on the acoustic signal emitted by the vehicle. This has the advantages of bypassing troublesome intermediate delay estimation steps as well as eliminating the need for an accurate yet general enough acoustic traffic model. An analysis of the estimate for narrowband and broadband sources is provided and verified with computer simulations. The estimation algorithm uses a bank of modified crosscorrelators and therefore it is well suited to DSP implementation, performing well with preliminary field data.

a Threshold-Free Filtering Algorithm for Airborne LIDAR Point Clouds Based on Expectation-Maximization

Science.gov (United States)

Hui, Z.; Cheng, P.; Ziggah, Y. Y.; Nie, Y.

2018-04-01

Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting or thresholds adjusting, which will be time-consuming and reduce the degree of automation of the algorithm. To overcome this problem, this paper proposed a threshold-free filtering algorithm based on expectation-maximization. The proposed algorithm is developed based on an assumption that point clouds are seen as a mixture of Gaussian models. The separation of ground points and non-ground points from point clouds can be replaced as a separation of a mixed Gaussian model. Expectation-maximization (EM) is applied for realizing the separation. EM is used to calculate maximum likelihood estimates of the mixture parameters. Using the estimated parameters, the likelihoods of each point belonging to ground or object can be computed. After several iterations, point clouds can be labelled as the component with a larger likelihood. Furthermore, intensity information was also utilized to optimize the filtering results acquired using the EM method. The proposed algorithm was tested using two different datasets used in practice. Experimental results showed that the proposed method can filter non-ground points effectively. To quantitatively evaluate the proposed method, this paper adopted the dataset provided by the ISPRS for the test. The proposed algorithm can obtain a 4.48 % total error which is much lower than most of the eight classical filtering algorithms reported by the ISPRS.

Employing a Monte Carlo algorithm in Newton-type methods for restricted maximum likelihood estimation of genetic parameters.

Directory of Open Access Journals (Sweden)

Kaarina Matilainen

Full Text Available Estimation of variance components by Monte Carlo (MC expectation maximization (EM restricted maximum likelihood (REML is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR, where the information matrix was generated via sampling; MC average information(AI, where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.

ReplacementMatrix: a web server for maximum-likelihood estimation of amino acid replacement rate matrices.

Science.gov (United States)

Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier

2011-10-01

Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/

Automatic physical inference with information maximizing neural networks

Science.gov (United States)

Charnock, Tom; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-04-01

Compressing large data sets to a manageable number of summaries that are informative about the underlying parameters vastly simplifies both frequentist and Bayesian inference. When only simulations are available, these summaries are typically chosen heuristically, so they may inadvertently miss important information. We introduce a simulation-based machine learning technique that trains artificial neural networks to find nonlinear functionals of data that maximize Fisher information: information maximizing neural networks (IMNNs). In test cases where the posterior can be derived exactly, likelihood-free inference based on automatically derived IMNN summaries produces nearly exact posteriors, showing that these summaries are good approximations to sufficient statistics. In a series of numerical examples of increasing complexity and astrophysical relevance we show that IMNNs are robustly capable of automatically finding optimal, nonlinear summaries of the data even in cases where linear compression fails: inferring the variance of Gaussian signal in the presence of noise, inferring cosmological parameters from mock simulations of the Lyman-α forest in quasar spectra, and inferring frequency-domain parameters from LISA-like detections of gravitational waveforms. In this final case, the IMNN summary outperforms linear data compression by avoiding the introduction of spurious likelihood maxima. We anticipate that the automatic physical inference method described in this paper will be essential to obtain both accurate and precise cosmological parameter estimates from complex and large astronomical data sets, including those from LSST and Euclid.

Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics

Directory of Open Access Journals (Sweden)

Dongming Li

2017-04-01

Full Text Available An adaptive optics (AO system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.

An Expectation-Maximization Method for Calibrating Synchronous Machine Models

Energy Technology Data Exchange (ETDEWEB)

Meng, Da; Zhou, Ning; Lu, Shuai; Lin, Guang

2013-07-21

The accuracy of a power system dynamic model is essential to its secure and efficient operation. Lower confidence in model accuracy usually leads to conservative operation and lowers asset usage. To improve model accuracy, this paper proposes an expectation-maximization (EM) method to calibrate the synchronous machine model using phasor measurement unit (PMU) data. First, an extended Kalman filter (EKF) is applied to estimate the dynamic states using measurement data. Then, the parameters are calculated based on the estimated states using maximum likelihood estimation (MLE) method. The EM method iterates over the preceding two steps to improve estimation accuracy. The proposed EM method’s performance is evaluated using a single-machine infinite bus system and compared with a method where both state and parameters are estimated using an EKF method. Sensitivity studies of the parameter calibration using EM method are also presented to show the robustness of the proposed method for different levels of measurement noise and initial parameter uncertainty.

A Note on optimal estimation in the presence of outliers

Directory of Open Access Journals (Sweden)

John N. Haddad

2017-06-01

Full Text Available Haddad, J. 2017. A Note on optimal estimation in the presence of outliers. Lebanese Science Journal, 18(1: 136-141. The basic estimation problem of the mean and standard deviation of a random normal process in the presence of an outlying observation is considered. The value of the outlier is taken as a constraint imposed on the maximization problem of the log likelihood. It is shown that the optimal solution of the maximization problem exists and expressions for the estimates are given. Applications to estimation in the presence of outliers and outlier detection are discussed and illustrated through a simulation study and analysis of trade data

An Expectation-Maximization Algorithm for Amplitude Estimation of Saturated Optical Transient Signals.

Energy Technology Data Exchange (ETDEWEB)

Kagie, Matthew J. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lanterman, Aaron D. [Georgia Inst. of Technology, Atlanta, GA (United States)

2017-12-01

This paper addresses parameter estimation for an optical transient signal when the received data has been right-censored. We develop an expectation-maximization (EM) algorithm to estimate the amplitude of a Poisson intensity with a known shape in the presence of additive background counts, where the measurements are subject to saturation effects. We compare the results of our algorithm with those of an EM algorithm that is unaware of the censoring.

LikelihoodLib - Fitting, Function Maximization, and Numerical Analysis

CERN Document Server

Smirnov, I B

2001-01-01

A new class library is designed for function maximization, minimization, solution of equations and for other problems related to mathematical analysis of multi-parameter functions by numerical iterative methods. When we search the maximum or another special point of a function, we may change and fit all parameters simultaneously, sequentially, recursively, or by any combination of these methods. The discussion is focused on the first the most complicated method, although the others are also supported by the library. For this method we apply: control of precision by interval computations; the calculation of derivatives either by differential arithmetic, or by the method of finite differences with the step lengths which provide suppression of the influence of numerical noise; possible synchronization of the subjective function calls with minimization of the number of iterations; competitive application of various methods for step calculation, and converging to the solution by many trajectories.

An Iterative Maximum a Posteriori Estimation of Proficiency Level to Detect Multiple Local Likelihood Maxima

Science.gov (United States)

Magis, David; Raiche, Gilles

2010-01-01

In this article the authors focus on the issue of the nonuniqueness of the maximum likelihood (ML) estimator of proficiency level in item response theory (with special attention to logistic models). The usual maximum a posteriori (MAP) method offers a good alternative within that framework; however, this article highlights some drawbacks of its…

Obtaining reliable Likelihood Ratio tests from simulated likelihood functions

DEFF Research Database (Denmark)

Andersen, Laura Mørch

It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...

On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

Science.gov (United States)

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters

CERN Document Server

Aguglia, D; Martins, C.D.A.

2014-01-01

This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...

Maximum likelihood estimation of biophysical parameters of synaptic receptors from macroscopic currents

Directory of Open Access Journals (Sweden)

Andrey eStepanyuk

2014-10-01

Full Text Available Dendritic integration and neuronal firing patterns strongly depend on biophysical properties of synaptic ligand-gated channels. However, precise estimation of biophysical parameters of these channels in their intrinsic environment is complicated and still unresolved problem. Here we describe a novel method based on a maximum likelihood approach that allows to estimate not only the unitary current of synaptic receptor channels but also their multiple conductance levels, kinetic constants, the number of receptors bound with a neurotransmitter and the peak open probability from experimentally feasible number of postsynaptic currents. The new method also improves the accuracy of evaluation of unitary current as compared to the peak-scaled non-stationary fluctuation analysis, leading to a possibility to precisely estimate this important parameter from a few postsynaptic currents recorded in steady-state conditions. Estimation of unitary current with this method is robust even if postsynaptic currents are generated by receptors having different kinetic parameters, the case when peak-scaled non-stationary fluctuation analysis is not applicable. Thus, with the new method, routinely recorded postsynaptic currents could be used to study the properties of synaptic receptors in their native biochemical environment.

Expectation Maximization Algorithm for Box-Cox Transformation Cure Rate Model and Assessment of Model Misspecification Under Weibull Lifetimes.

Science.gov (United States)

Pal, Suvra; Balakrishnan, Narayanaswamy

2018-05-01

In this paper, we develop likelihood inference based on the expectation maximization algorithm for the Box-Cox transformation cure rate model assuming the lifetimes to follow a Weibull distribution. A simulation study is carried out to demonstrate the performance of the proposed estimation method. Through Monte Carlo simulations, we also study the effect of model misspecification on the estimate of cure rate. Finally, we analyze a well-known data on melanoma with the model and the inferential method developed here.

Essays on empirical likelihood in economics

NARCIS (Netherlands)

Gao, Z.

2012-01-01

This thesis intends to exploit the roots of empirical likelihood and its related methods in mathematical programming and computation. The roots will be connected and the connections will induce new solutions for the problems of estimation, computation, and generalization of empirical likelihood.

A simulation study of likelihood inference procedures in rayleigh distribution with censored data

International Nuclear Information System (INIS)

Baklizi, S. A.; Baker, H. M.

2001-01-01

Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs

Algorithms of maximum likelihood data clustering with applications

Science.gov (United States)

Giada, Lorenzo; Marsili, Matteo

2002-12-01

We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.

A note on estimating errors from the likelihood function

International Nuclear Information System (INIS)

Barlow, Roger

2005-01-01

The points at which the log likelihood falls by 12 from its maximum value are often used to give the 'errors' on a result, i.e. the 68% central confidence interval. The validity of this is examined for two simple cases: a lifetime measurement and a Poisson measurement. Results are compared with the exact Neyman construction and with the simple Bartlett approximation. It is shown that the accuracy of the log likelihood method is poor, and the Bartlett construction explains why it is flawed

Estimation of 1RM for knee extension based on the maximal isometric muscle strength and body composition.

Science.gov (United States)

Kanada, Yoshikiyo; Sakurai, Hiroaki; Sugiura, Yoshito; Arai, Tomoaki; Koyama, Soichiro; Tanabe, Shigeo

2017-11-01

[Purpose] To create a regression formula in order to estimate 1RM for knee extensors, based on the maximal isometric muscle strength measured using a hand-held dynamometer and data regarding the body composition. [Subjects and Methods] Measurement was performed in 21 healthy males in their twenties to thirties. Single regression analysis was performed, with measurement values representing 1RM and the maximal isometric muscle strength as dependent and independent variables, respectively. Furthermore, multiple regression analysis was performed, with data regarding the body composition incorporated as another independent variable, in addition to the maximal isometric muscle strength. [Results] Through single regression analysis with the maximal isometric muscle strength as an independent variable, the following regression formula was created: 1RM (kg)=0.714 + 0.783 × maximal isometric muscle strength (kgf). On multiple regression analysis, only the total muscle mass was extracted. [Conclusion] A highly accurate regression formula to estimate 1RM was created based on both the maximal isometric muscle strength and body composition. Using a hand-held dynamometer and body composition analyzer, it was possible to measure these items in a short time, and obtain clinically useful results.

Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters

Directory of Open Access Journals (Sweden)

Wen Xu

2016-10-01

Full Text Available Time-varying volatility is common in macroeconomic data and has been incorporated into macroeconomic models in recent work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate likelihood obtained via Rao-Blackwellized particle filters. Monte Carlo studies reveal the good and stable performance of our particle filter-based estimator. When the volatility of volatility is high, or when regressors are absent but stochastic volatility exists, our approach can be better than the maximum likelihood estimator which neglects stochastic volatility and generalized method of moments (GMM estimators.

Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

International Nuclear Information System (INIS)

Laurence, T.; Chromy, B.

2010-01-01

Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE

Affective mapping: An activation likelihood estimation (ALE) meta-analysis.

Science.gov (United States)

Kirby, Lauren A J; Robinson, Jennifer L

2017-11-01

Functional neuroimaging has the spatial resolution to explain the neural basis of emotions. Activation likelihood estimation (ALE), as opposed to traditional qualitative meta-analysis, quantifies convergence of activation across studies within affective categories. Others have used ALE to investigate a broad range of emotions, but without the convenience of the BrainMap database. We used the BrainMap database and analysis resources to run separate meta-analyses on coordinates reported for anger, anxiety, disgust, fear, happiness, humor, and sadness. Resultant ALE maps were compared to determine areas of convergence between emotions, as well as to identify affect-specific networks. Five out of the seven emotions demonstrated consistent activation within the amygdala, whereas all emotions consistently activated the right inferior frontal gyrus, which has been implicated as an integration hub for affective and cognitive processes. These data provide the framework for models of affect-specific networks, as well as emotional processing hubs, which can be used for future studies of functional or effective connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.

The Neural Bases of Difficult Speech Comprehension and Speech Production: Two Activation Likelihood Estimation (ALE) Meta-Analyses

Science.gov (United States)

Adank, Patti

2012-01-01

The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension…

The fine-tuning cost of the likelihood in SUSY models

CERN Document Server

Ghilencea, D M

2013-01-01

In SUSY models, the fine tuning of the electroweak (EW) scale with respect to their parameters gamma_i={m_0, m_{1/2}, mu_0, A_0, B_0,...} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Delta of the usual likelihood L and the traditional fine tuning measure Delta of the EW scale. A similar result is obtained for the integrated likelihood over the set {gamma_i}, that can be written as a surface integral of the ratio L/Delta, with the surface in gamma_i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Delta or equivalently, a small chi^2_{new}=chi^2_{old}+2*ln(Delta). This shows the fine-tuning cost to the likelihood ...

The Extended-Window Channel Estimator for Iterative Channel-and-Symbol Estimation

Directory of Open Access Journals (Sweden)

Barry John R

2005-01-01

Full Text Available The application of the expectation-maximization (EM algorithm to channel estimation results in a well-known iterative channel-and-symbol estimator (ICSE. The EM-ICSE iterates between a symbol estimator based on the forward-backward recursion (BCJR equalizer and a channel estimator, and may provide approximate maximum-likelihood blind or semiblind channel estimates. Nevertheless, the EM-ICSE has high complexity, and it is prone to misconvergence. In this paper, we propose the extended-window (EW estimator, a novel channel estimator for ICSE that can be used with any soft-output symbol estimator. Therefore, the symbol estimator may be chosen according to performance or complexity specifications. We show that the EW-ICSE, an ICSE that uses the EW estimator and the BCJR equalizer, is less complex and less susceptible to misconvergence than the EM-ICSE. Simulation results reveal that the EW-ICSE may converge faster than the EM-ICSE.

%lrasch_mml: A SAS Macro for Marginal Maximum Likelihood Estimation in Longitudinal Polytomous Rasch Models

Directory of Open Access Journals (Sweden)

Maja Olsbjerg

2015-10-01

Full Text Available Item response theory models are often applied when a number items are used to measure a unidimensional latent variable. Originally proposed and used within educational research, they are also used when focus is on physical functioning or psychological wellbeing. Modern applications often need more general models, typically models for multidimensional latent variables or longitudinal models for repeated measurements. This paper describes a SAS macro that fits two-dimensional polytomous Rasch models using a specification of the model that is sufficiently flexible to accommodate longitudinal Rasch models. The macro estimates item parameters using marginal maximum likelihood estimation. A graphical presentation of item characteristic curves is included.

Computing maximum likelihood estimates of loglinear models from marginal sums with special attention to loglinear item response theory

NARCIS (Netherlands)

Kelderman, Henk

1992-01-01

In this paper algorithms are described for obtaining the maximum likelihood estimates of the parameters in loglinear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual

2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

Science.gov (United States)

Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki

Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.

HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification

KAUST Repository

Litvinenko, Alexander

2017-09-26

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Mat\\\\\\'ern covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\H$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification

KAUST Repository

Litvinenko, Alexander

2017-09-24

The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Mat\\\\\\'ern covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\mathcal{H}$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

Optimal Joint Detection and Estimation That Maximizes ROC-Type Curves.

Science.gov (United States)

Wunderlich, Adam; Goossens, Bart; Abbey, Craig K

2016-09-01

Combined detection-estimation tasks are frequently encountered in medical imaging. Optimal methods for joint detection and estimation are of interest because they provide upper bounds on observer performance, and can potentially be utilized for imaging system optimization, evaluation of observer efficiency, and development of image formation algorithms. We present a unified Bayesian framework for decision rules that maximize receiver operating characteristic (ROC)-type summary curves, including ROC, localization ROC (LROC), estimation ROC (EROC), free-response ROC (FROC), alternative free-response ROC (AFROC), and exponentially-transformed FROC (EFROC) curves, succinctly summarizing previous results. The approach relies on an interpretation of ROC-type summary curves as plots of an expected utility versus an expected disutility (or penalty) for signal-present decisions. We propose a general utility structure that is flexible enough to encompass many ROC variants and yet sufficiently constrained to allow derivation of a linear expected utility equation that is similar to that for simple binary detection. We illustrate our theory with an example comparing decision strategies for joint detection-estimation of a known signal with unknown amplitude. In addition, building on insights from our utility framework, we propose new ROC-type summary curves and associated optimal decision rules for joint detection-estimation tasks with an unknown, potentially-multiple, number of signals in each observation.

Neural Networks Involved in Adolescent Reward Processing: An Activation Likelihood Estimation Meta-Analysis of Functional Neuroimaging Studies

Science.gov (United States)

Silverman, Merav H.; Jedd, Kelly; Luciana, Monica

2015-01-01

Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: 1) confirm the network of brain regions involved in adolescents’ reward processing, 2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and 3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing (Liu et al., 2011) reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587

Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors

Science.gov (United States)

Erkmen, Baris I.; Moision, Bruce E.

2010-01-01

Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.

Computing maximum likelihood estimates of loglinear models from marginal sums with special attention to loglinear item response theory

NARCIS (Netherlands)

Kelderman, Henk

1991-01-01

In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual

Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

Science.gov (United States)

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

Maximum likelihood estimation of signal detection model parameters for the assessment of two-stage diagnostic strategies.

Science.gov (United States)

Lirio, R B; Dondériz, I C; Pérez Abalo, M C

1992-08-01

The methodology of Receiver Operating Characteristic curves based on the signal detection model is extended to evaluate the accuracy of two-stage diagnostic strategies. A computer program is developed for the maximum likelihood estimation of parameters that characterize the sensitivity and specificity of two-stage classifiers according to this extended methodology. Its use is briefly illustrated with data collected in a two-stage screening for auditory defects.

Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets

KAUST Repository

Litvinenko, Alexander

2017-09-03

We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function. To overcome cubic complexity in the linear algebra, we approximate the discretized covariance function in the hierarchical (H-) matrix format. The H-matrix format has a log-linear computational cost and storage O(kn log n), where the rank k is a small integer and n is the number of locations. The H-matrix technique allows us to work with general covariance matrices in an efficient way, since H-matrices can approximate inhomogeneous covariance functions, with a fairly general mesh that is not necessarily axes-parallel, and neither the covariance matrix itself nor its inverse have to be sparse. We demonstrate our method with Monte Carlo simulations and an application to soil moisture data. The C, C++ codes and data are freely available.

Maximum likelihood estimation of semiparametric mixture component models for competing risks data.

Science.gov (United States)

Choi, Sangbum; Huang, Xuelin

2014-09-01

In the analysis of competing risks data, the cumulative incidence function is a useful quantity to characterize the crude risk of failure from a specific event type. In this article, we consider an efficient semiparametric analysis of mixture component models on cumulative incidence functions. Under the proposed mixture model, latency survival regressions given the event type are performed through a class of semiparametric models that encompasses the proportional hazards model and the proportional odds model, allowing for time-dependent covariates. The marginal proportions of the occurrences of cause-specific events are assessed by a multinomial logistic model. Our mixture modeling approach is advantageous in that it makes a joint estimation of model parameters associated with all competing risks under consideration, satisfying the constraint that the cumulative probability of failing from any cause adds up to one given any covariates. We develop a novel maximum likelihood scheme based on semiparametric regression analysis that facilitates efficient and reliable estimation. Statistical inferences can be conveniently made from the inverse of the observed information matrix. We establish the consistency and asymptotic normality of the proposed estimators. We validate small sample properties with simulations and demonstrate the methodology with a data set from a study of follicular lymphoma. © 2014, The International Biometric Society.

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

Science.gov (United States)

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Profile-likelihood Confidence Intervals in Item Response Theory Models.

Science.gov (United States)

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Improved Expectation Maximization Algorithm for Gaussian Mixed Model Using the Kernel Method

Directory of Open Access Journals (Sweden)

Mohd Izhan Mohd Yusoff

2013-01-01

Full Text Available Fraud activities have contributed to heavy losses suffered by telecommunication companies. In this paper, we attempt to use Gaussian mixed model, which is a probabilistic model normally used in speech recognition to identify fraud calls in the telecommunication industry. We look at several issues encountered when calculating the maximum likelihood estimates of the Gaussian mixed model using an Expectation Maximization algorithm. Firstly, we look at a mechanism for the determination of the initial number of Gaussian components and the choice of the initial values of the algorithm using the kernel method. We show via simulation that the technique improves the performance of the algorithm. Secondly, we developed a procedure for determining the order of the Gaussian mixed model using the log-likelihood function and the Akaike information criteria. Finally, for illustration, we apply the improved algorithm to real telecommunication data. The modified method will pave the way to introduce a comprehensive method for detecting fraud calls in future work.

Phylogenetic analysis using parsimony and likelihood methods.

Science.gov (United States)

Yang, Z

1996-02-01

The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were

Maximum likelihood estimation-based denoising of magnetic resonance images using restricted local neighborhoods

International Nuclear Information System (INIS)

Rajan, Jeny; Jeurissen, Ben; Sijbers, Jan; Verhoye, Marleen; Van Audekerke, Johan

2011-01-01

In this paper, we propose a method to denoise magnitude magnetic resonance (MR) images, which are Rician distributed. Conventionally, maximum likelihood methods incorporate the Rice distribution to estimate the true, underlying signal from a local neighborhood within which the signal is assumed to be constant. However, if this assumption is not met, such filtering will lead to blurred edges and loss of fine structures. As a solution to this problem, we put forward the concept of restricted local neighborhoods where the true intensity for each noisy pixel is estimated from a set of preselected neighboring pixels. To this end, a reference image is created from the noisy image using a recently proposed nonlocal means algorithm. This reference image is used as a prior for further noise reduction. A scheme is developed to locally select an appropriate subset of pixels from which the underlying signal is estimated. Experimental results based on the peak signal to noise ratio, structural similarity index matrix, Bhattacharyya coefficient and mean absolute difference from synthetic and real MR images demonstrate the superior performance of the proposed method over other state-of-the-art methods.

Using a network-based approach and targeted maximum likelihood estimation to evaluate the effect of adding pre-exposure prophylaxis to an ongoing test-and-treat trial.

Science.gov (United States)

Balzer, Laura; Staples, Patrick; Onnela, Jukka-Pekka; DeGruttola, Victor

2017-04-01

Several cluster-randomized trials are underway to investigate the implementation and effectiveness of a universal test-and-treat strategy on the HIV epidemic in sub-Saharan Africa. We consider nesting studies of pre-exposure prophylaxis within these trials. Pre-exposure prophylaxis is a general strategy where high-risk HIV- persons take antiretrovirals daily to reduce their risk of infection from exposure to HIV. We address how to target pre-exposure prophylaxis to high-risk groups and how to maximize power to detect the individual and combined effects of universal test-and-treat and pre-exposure prophylaxis strategies. We simulated 1000 trials, each consisting of 32 villages with 200 individuals per village. At baseline, we randomized the universal test-and-treat strategy. Then, after 3 years of follow-up, we considered four strategies for targeting pre-exposure prophylaxis: (1) all HIV- individuals who self-identify as high risk, (2) all HIV- individuals who are identified by their HIV+ partner (serodiscordant couples), (3) highly connected HIV- individuals, and (4) the HIV- contacts of a newly diagnosed HIV+ individual (a ring-based strategy). We explored two possible trial designs, and all villages were followed for a total of 7 years. For each village in a trial, we used a stochastic block model to generate bipartite (male-female) networks and simulated an agent-based epidemic process on these networks. We estimated the individual and combined intervention effects with a novel targeted maximum likelihood estimator, which used cross-validation to data-adaptively select from a pre-specified library the candidate estimator that maximized the efficiency of the analysis. The universal test-and-treat strategy reduced the 3-year cumulative HIV incidence by 4.0% on average. The impact of each pre-exposure prophylaxis strategy on the 4-year cumulative HIV incidence varied by the coverage of the universal test-and-treat strategy with lower coverage resulting in a larger

LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2004-01-01

The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi....... The considered example is a ship sailing with a given speed through a Gaussian wave field....

Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging

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Naoya Sueishi

2013-07-01

Full Text Available This paper develops model selection and averaging methods for moment restriction models. We first propose a focused information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study suggests that our averaging estimator can be a useful alternative to existing post-selection estimators.

Development of likelihood estimation method for criticality accidents of mixed oxide fuel fabrication facilities

International Nuclear Information System (INIS)

Tamaki, Hitoshi; Yoshida, Kazuo; Kimoto, Tatsuya; Hamaguchi, Yoshikane

2010-01-01

A criticality accident in a MOX fuel fabrication facility may occur depending on several parameters, such as mass inventory and plutonium enrichment. MOX handling units in the facility are designed and operated based on the double contingency principle to prevent criticality accidents. Control failures of at least two parameters are needed for the occurrence of criticality accident. To evaluate the probability of such control failures, the criticality conditions of each parameter for a specific handling unit are necessary for accident scenario analysis to be clarified quantitatively with a criticality analysis computer code. In addition to this issue, a computer-based control system for mass inventory is planned to be installed into MOX handling equipment in a commercial MOX fuel fabrication plant. The reliability analysis is another important issue in evaluating the likelihood of control failure caused by software malfunction. A likelihood estimation method for criticality accident has been developed with these issues been taken into consideration. In this paper, an example of analysis with the proposed method and the applicability of the method are also shown through a trial application to a model MOX fabrication facility. (author)

Evaluating Fast Maximum Likelihood-Based Phylogenetic Programs Using Empirical Phylogenomic Data Sets

Science.gov (United States)

Zhou, Xiaofan; Shen, Xing-Xing; Hittinger, Chris Todd

2018-01-01

Abstract The sizes of the data matrices assembled to resolve branches of the tree of life have increased dramatically, motivating the development of programs for fast, yet accurate, inference. For example, several different fast programs have been developed in the very popular maximum likelihood framework, including RAxML/ExaML, PhyML, IQ-TREE, and FastTree. Although these programs are widely used, a systematic evaluation and comparison of their performance using empirical genome-scale data matrices has so far been lacking. To address this question, we evaluated these four programs on 19 empirical phylogenomic data sets with hundreds to thousands of genes and up to 200 taxa with respect to likelihood maximization, tree topology, and computational speed. For single-gene tree inference, we found that the more exhaustive and slower strategies (ten searches per alignment) outperformed faster strategies (one tree search per alignment) using RAxML, PhyML, or IQ-TREE. Interestingly, single-gene trees inferred by the three programs yielded comparable coalescent-based species tree estimations. For concatenation-based species tree inference, IQ-TREE consistently achieved the best-observed likelihoods for all data sets, and RAxML/ExaML was a close second. In contrast, PhyML often failed to complete concatenation-based analyses, whereas FastTree was the fastest but generated lower likelihood values and more dissimilar tree topologies in both types of analyses. Finally, data matrix properties, such as the number of taxa and the strength of phylogenetic signal, sometimes substantially influenced the programs’ relative performance. Our results provide real-world gene and species tree phylogenetic inference benchmarks to inform the design and execution of large-scale phylogenomic data analyses. PMID:29177474

Bias correction for estimated QTL effects using the penalized maximum likelihood method.

Science.gov (United States)

Zhang, J; Yue, C; Zhang, Y-M

2012-04-01

A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.

Maximal quantum Fisher information matrix

International Nuclear Information System (INIS)

Chen, Yu; Yuan, Haidong

2017-01-01

We study the existence of the maximal quantum Fisher information matrix in the multi-parameter quantum estimation, which bounds the ultimate precision limit. We show that when the maximal quantum Fisher information matrix exists, it can be directly obtained from the underlying dynamics. Examples are then provided to demonstrate the usefulness of the maximal quantum Fisher information matrix by deriving various trade-off relations in multi-parameter quantum estimation and obtaining the bounds for the scalings of the precision limit. (paper)

Bayesian estimation of Weibull distribution parameters

International Nuclear Information System (INIS)

Bacha, M.; Celeux, G.; Idee, E.; Lannoy, A.; Vasseur, D.

1994-11-01

In this paper, we expose SEM (Stochastic Expectation Maximization) and WLB-SIR (Weighted Likelihood Bootstrap - Sampling Importance Re-sampling) methods which are used to estimate Weibull distribution parameters when data are very censored. The second method is based on Bayesian inference and allow to take into account available prior informations on parameters. An application of this method, with real data provided by nuclear power plants operation feedback analysis has been realized. (authors). 8 refs., 2 figs., 2 tabs

Analysis of the maximum likelihood channel estimator for OFDM systems in the presence of unknown interference

Science.gov (United States)

Dermoune, Azzouz; Simon, Eric Pierre

2017-12-01

This paper is a theoretical analysis of the maximum likelihood (ML) channel estimator for orthogonal frequency-division multiplexing (OFDM) systems in the presence of unknown interference. The following theoretical results are presented. Firstly, the uniqueness of the ML solution for practical applications, i.e., when thermal noise is present, is analytically demonstrated when the number of transmitted OFDM symbols is strictly greater than one. The ML solution is then derived from the iterative conditional ML (CML) algorithm. Secondly, it is shown that the channel estimate can be described as an algebraic function whose inputs are the initial value and the means and variances of the received samples. Thirdly, it is theoretically demonstrated that the channel estimator is not biased. The second and the third results are obtained by employing oblique projection theory. Furthermore, these results are confirmed by numerical results.

LDR: A Package for Likelihood-Based Sufficient Dimension Reduction

Directory of Open Access Journals (Sweden)

R. Dennis Cook

2011-03-01

Full Text Available We introduce a new mlab software package that implements several recently proposed likelihood-based methods for sufficient dimension reduction. Current capabilities include estimation of reduced subspaces with a fixed dimension d, as well as estimation of d by use of likelihood-ratio testing, permutation testing and information criteria. The methods are suitable for preprocessing data for both regression and classification. Implementations of related estimators are also available. Although the software is more oriented to command-line operation, a graphical user interface is also provided for prototype computations.

Estimation of 1RM for knee extension based on the maximal isometric muscle strength and body composition

OpenAIRE

Kanada, Yoshikiyo; Sakurai, Hiroaki; Sugiura, Yoshito; Arai, Tomoaki; Koyama, Soichiro; Tanabe, Shigeo

2017-01-01

[Purpose] To create a regression formula in order to estimate 1RM for knee extensors, based on the maximal isometric muscle strength measured using a hand-held dynamometer and data regarding the body composition. [Subjects and Methods] Measurement was performed in 21 healthy males in their twenties to thirties. Single regression analysis was performed, with measurement values representing 1RM and the maximal isometric muscle strength as dependent and independent variables, respectively. Furth...

Two-Stage Maximum Likelihood Estimation (TSMLE for MT-CDMA Signals in the Indoor Environment

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Sesay Abu B

2004-01-01

Full Text Available This paper proposes a two-stage maximum likelihood estimation (TSMLE technique suited for multitone code division multiple access (MT-CDMA system. Here, an analytical framework is presented in the indoor environment for determining the average bit error rate (BER of the system, over Rayleigh and Ricean fading channels. The analytical model is derived for quadrature phase shift keying (QPSK modulation technique by taking into account the number of tones, signal bandwidth (BW, bit rate, and transmission power. Numerical results are presented to validate the analysis, and to justify the approximations made therein. Moreover, these results are shown to agree completely with those obtained by simulation.

An Activation Likelihood Estimation Meta-Analysis Study of Simple Motor Movements in Older and Young Adults

Science.gov (United States)

Turesky, Ted K.; Turkeltaub, Peter E.; Eden, Guinevere F.

2016-01-01

The functional neuroanatomy of finger movements has been characterized with neuroimaging in young adults. However, less is known about the aging motor system. Several studies have contrasted movement-related activity in older versus young adults, but there is inconsistency among their findings. To address this, we conducted an activation likelihood estimation (ALE) meta-analysis on within-group data from older adults and young adults performing regularly paced right-hand finger movement tasks in response to external stimuli. We hypothesized that older adults would show a greater likelihood of activation in right cortical motor areas (i.e., ipsilateral to the side of movement) compared to young adults. ALE maps were examined for conjunction and between-group differences. Older adults showed overlapping likelihoods of activation with young adults in left primary sensorimotor cortex (SM1), bilateral supplementary motor area, bilateral insula, left thalamus, and right anterior cerebellum. Their ALE map differed from that of the young adults in right SM1 (extending into dorsal premotor cortex), right supramarginal gyrus, medial premotor cortex, and right posterior cerebellum. The finding that older adults uniquely use ipsilateral regions for right-hand finger movements and show age-dependent modulations in regions recruited by both age groups provides a foundation by which to understand age-related motor decline and motor disorders. PMID:27799910

Moment Conditions Selection Based on Adaptive Penalized Empirical Likelihood

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Yunquan Song

2014-01-01

Full Text Available Empirical likelihood is a very popular method and has been widely used in the fields of artificial intelligence (AI and data mining as tablets and mobile application and social media dominate the technology landscape. This paper proposes an empirical likelihood shrinkage method to efficiently estimate unknown parameters and select correct moment conditions simultaneously, when the model is defined by moment restrictions in which some are possibly misspecified. We show that our method enjoys oracle-like properties; that is, it consistently selects the correct moment conditions and at the same time its estimator is as efficient as the empirical likelihood estimator obtained by all correct moment conditions. Moreover, unlike the GMM, our proposed method allows us to carry out confidence regions for the parameters included in the model without estimating the covariances of the estimators. For empirical implementation, we provide some data-driven procedures for selecting the tuning parameter of the penalty function. The simulation results show that the method works remarkably well in terms of correct moment selection and the finite sample properties of the estimators. Also, a real-life example is carried out to illustrate the new methodology.

A stochastic estimation procedure for intermittently-observed semi-Markov multistate models with back transitions.

Science.gov (United States)

Aralis, Hilary; Brookmeyer, Ron

2017-01-01

Multistate models provide an important method for analyzing a wide range of life history processes including disease progression and patient recovery following medical intervention. Panel data consisting of the states occupied by an individual at a series of discrete time points are often used to estimate transition intensities of the underlying continuous-time process. When transition intensities depend on the time elapsed in the current state and back transitions between states are possible, this intermittent observation process presents difficulties in estimation due to intractability of the likelihood function. In this manuscript, we present an iterative stochastic expectation-maximization algorithm that relies on a simulation-based approximation to the likelihood function and implement this algorithm using rejection sampling. In a simulation study, we demonstrate the feasibility and performance of the proposed procedure. We then demonstrate application of the algorithm to a study of dementia, the Nun Study, consisting of intermittently-observed elderly subjects in one of four possible states corresponding to intact cognition, impaired cognition, dementia, and death. We show that the proposed stochastic expectation-maximization algorithm substantially reduces bias in model parameter estimates compared to an alternative approach used in the literature, minimal path estimation. We conclude that in estimating intermittently observed semi-Markov models, the proposed approach is a computationally feasible and accurate estimation procedure that leads to substantial improvements in back transition estimates.

Using local multiplicity to improve effect estimation from a hypothesis-generating pharmacogenetics study.

Science.gov (United States)

Zou, W; Ouyang, H

2016-02-01

We propose a multiple estimation adjustment (MEA) method to correct effect overestimation due to selection bias from a hypothesis-generating study (HGS) in pharmacogenetics. MEA uses a hierarchical Bayesian approach to model individual effect estimates from maximal likelihood estimation (MLE) in a region jointly and shrinks them toward the regional effect. Unlike many methods that model a fixed selection scheme, MEA capitalizes on local multiplicity independent of selection. We compared mean square errors (MSEs) in simulated HGSs from naive MLE, MEA and a conditional likelihood adjustment (CLA) method that model threshold selection bias. We observed that MEA effectively reduced MSE from MLE on null effects with or without selection, and had a clear advantage over CLA on extreme MLE estimates from null effects under lenient threshold selection in small samples, which are common among 'top' associations from a pharmacogenetics HGS.

Maximal Ratio Combining Using Channel Estimation in Chaos Based Pilot-Added DS-CDMA System with Antenna Diversity

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Meher Krishna Patel

2017-01-01

Full Text Available This paper presents an adaptive multiuser transceiver scheme for DS-CDMA systems in which pilot symbols are added to users’ data to estimate complex channel fading coefficients. The performance of receiver antenna diversity with maximal ratio combining (MRC technique is analyzed for imperfect channel estimation in flat fading environments. The complex fading coefficients are estimated using least mean square (LMS algorithm and these coefficients are utilized by the maximal ratio combiner for generating the decision variable. Probability of error in closed form is derived. Further, the effect of pilot signal power on bit error rate (BER and BER performance of multiplexed pilot and data signal transmission scenario are investigated. We have compared the performance of added and multiplexed pilot-data systems and concluded the advantages of both systems. The proposed CDMA technique uses the chaotic sequence as spreading sequence. Assuming proper synchronization, the computer simulation results demonstrate the better bit error rate performance in the presence of channel estimator in the chaotic based CDMA system and the receiver antenna diversity technique further improves the performance of the proposed system. Also, no channel estimator is required if there is no phase distortion to the transmitted signal.

Modulational estimate for the maximal Lyapunov exponent in Fermi-Pasta-Ulam chains

Science.gov (United States)

Dauxois, Thierry; Ruffo, Stefano; Torcini, Alessandro

1997-12-01

In the framework of the Fermi-Pasta-Ulam (FPU) model, we show a simple method to give an accurate analytical estimation of the maximal Lyapunov exponent at high energy density. The method is based on the computation of the mean value of the modulational instability growth rates associated to unstable modes. Moreover, we show that the strong stochasticity threshold found in the β-FPU system is closely related to a transition in tangent space, the Lyapunov eigenvector being more localized in space at high energy.

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

Science.gov (United States)

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

PROCOV: maximum likelihood estimation of protein phylogeny under covarion models and site-specific covarion pattern analysis

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Wang Huai-Chun

2009-09-01

Full Text Available Abstract Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs. Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees.

Multi-level restricted maximum likelihood covariance estimation and kriging for large non-gridded spatial datasets

KAUST Repository

Castrillon, Julio

2015-11-10

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the deterministic parameters of the model are filtered out thus enabling the estimation of the covariance parameters to be decoupled from the deterministic component. Moreover, the multi-level covariance matrix of the contrasts exhibit fast decay that is dependent on the smoothness of the covariance function. Due to the fast decay of the multi-level covariance matrix coefficients only a small set is computed with a level dependent criterion. We demonstrate our approach on problems of up to 512,000 observations with a Matérn covariance function and highly irregular placements of the observations. In addition, these problems are numerically unstable and hard to solve with traditional methods.

Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form

DEFF Research Database (Denmark)

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, Robert

We consider the problem of conducting estimation and inference on the parameters of univariate heteroskedastic fractionally integrated time series models. We first extend existing results in the literature, developed for conditional sum-of squares estimators in the context of parametric fractional...... time series models driven by conditionally homoskedastic shocks, to allow for conditional and unconditional heteroskedasticity both of a quite general and unknown form. Global consistency and asymptotic normality are shown to still obtain; however, the covariance matrix of the limiting distribution...... of the estimator now depends on nuisance parameters derived both from the weak dependence and heteroskedasticity present in the shocks. We then investigate classical methods of inference based on the Wald, likelihood ratio and Lagrange multiplier tests for linear hypotheses on either or both of the long and short...

Multilevel maximum likelihood estimation with application to covariance matrices

Czech Academy of Sciences Publication Activity Database

Turčičová, Marie; Mandel, J.; Eben, Kryštof

Published online: 23 January ( 2018 ) ISSN 0361-0926 R&D Projects: GA ČR GA13-34856S Institutional support: RVO:67985807 Keywords : Fisher information * High dimension * Hierarchical maximum likelihood * Nested parameter spaces * Spectral diagonal covariance model * Sparse inverse covariance model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.311, year: 2016

Classification of Knee Joint Vibration Signals Using Bivariate Feature Distribution Estimation and Maximal Posterior Probability Decision Criterion

Directory of Open Access Journals (Sweden)

Fang Zheng

2013-04-01

Full Text Available Analysis of knee joint vibration or vibroarthrographic (VAG signals using signal processing and machine learning algorithms possesses high potential for the noninvasive detection of articular cartilage degeneration, which may reduce unnecessary exploratory surgery. Feature representation of knee joint VAG signals helps characterize the pathological condition of degenerative articular cartilages in the knee. This paper used the kernel-based probability density estimation method to model the distributions of the VAG signals recorded from healthy subjects and patients with knee joint disorders. The estimated densities of the VAG signals showed explicit distributions of the normal and abnormal signal groups, along with the corresponding contours in the bivariate feature space. The signal classifications were performed by using the Fisher’s linear discriminant analysis, support vector machine with polynomial kernels, and the maximal posterior probability decision criterion. The maximal posterior probability decision criterion was able to provide the total classification accuracy of 86.67% and the area (Az of 0.9096 under the receiver operating characteristics curve, which were superior to the results obtained by either the Fisher’s linear discriminant analysis (accuracy: 81.33%, Az: 0.8564 or the support vector machine with polynomial kernels (accuracy: 81.33%, Az: 0.8533. Such results demonstrated the merits of the bivariate feature distribution estimation and the superiority of the maximal posterior probability decision criterion for analysis of knee joint VAG signals.

Maintaining symmetry of simulated likelihood functions

DEFF Research Database (Denmark)

Andersen, Laura Mørch

This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...

Estimation Parameters And Modelling Zero Inflated Negative Binomial

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Cindy Cahyaning Astuti

2016-11-01

Full Text Available Regression analysis is used to determine relationship between one or several response variable (Y with one or several predictor variables (X. Regression model between predictor variables and the Poisson distributed response variable is called Poisson Regression Model. Since, Poisson Regression requires an equality between mean and variance, it is not appropriate to apply this model on overdispersion (variance is higher than mean. Poisson regression model is commonly used to analyze the count data. On the count data type, it is often to encounteredd some observations that have zero value with large proportion of zero value on the response variable (zero Inflation. Poisson regression can be used to analyze count data but it has not been able to solve problem of excess zero value on the response variable. An alternative model which is more suitable for overdispersion data and can solve the problem of excess zero value on the response variable is Zero Inflated Negative Binomial (ZINB. In this research, ZINB is applied on the case of Tetanus Neonatorum in East Java. The aim of this research is to examine the likelihood function and to form an algorithm to estimate the parameter of ZINB and also applying ZINB model in the case of Tetanus Neonatorum in East Java. Maximum Likelihood Estimation (MLE method is used to estimate the parameter on ZINB and the likelihood function is maximized using Expectation Maximization (EM algorithm. Test results of ZINB regression model showed that the predictor variable have a partial significant effect at negative binomial model is the percentage of pregnant women visits and the percentage of maternal health personnel assisted, while the predictor variables that have a partial significant effect at zero inflation model is the percentage of neonatus visits.

Modeling of Video Sequences by Gaussian Mixture: Application in Motion Estimation by Block Matching Method

Directory of Open Access Journals (Sweden)

Abdenaceur Boudlal

2010-01-01

Full Text Available This article investigates a new method of motion estimation based on block matching criterion through the modeling of image blocks by a mixture of two and three Gaussian distributions. Mixture parameters (weights, means vectors, and covariance matrices are estimated by the Expectation Maximization algorithm (EM which maximizes the log-likelihood criterion. The similarity between a block in the current image and the more resembling one in a search window on the reference image is measured by the minimization of Extended Mahalanobis distance between the clusters of mixture. Performed experiments on sequences of real images have given good results, and PSNR reached 3 dB.

Likelihood inference for COM-Poisson cure rate model with interval-censored data and Weibull lifetimes.

Science.gov (United States)

Pal, Suvra; Balakrishnan, N

2017-10-01

In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.

Estimating likelihood of future crashes for crash-prone drivers

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Subasish Das

2015-06-01

Full Text Available At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the at-fault drivers. The logistic regression method is used by employing eight years' traffic crash data (2004–2011 in Louisiana. Crash predictors such as the driver's crash involvement, crash and road characteristics, human factors, collision type, and environmental factors are considered in the model. The at-fault and not-at-fault status of the crashes are used as the response variable. The developed model has identified a few important variables, and is used to correctly classify at-fault crashes up to 62.40% with a specificity of 77.25%. This model can identify as many as 62.40% of the crash incidence of at-fault drivers in the upcoming year. Traffic agencies can use the model for monitoring the performance of an at-fault crash-prone drivers and making roadway improvements meant to reduce crash proneness. From the findings, it is recommended that crash-prone drivers should be targeted for special safety programs regularly through education and regulations.

Practical aspects of a maximum likelihood estimation method to extract stability and control derivatives from flight data

Science.gov (United States)

Iliff, K. W.; Maine, R. E.

1976-01-01

A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.

New algorithms and methods to estimate maximum-likelihood phylogenies: assessing the performance of PhyML 3.0.

Science.gov (United States)

Guindon, Stéphane; Dufayard, Jean-François; Lefort, Vincent; Anisimova, Maria; Hordijk, Wim; Gascuel, Olivier

2010-05-01

PhyML is a phylogeny software based on the maximum-likelihood principle. Early PhyML versions used a fast algorithm performing nearest neighbor interchanges to improve a reasonable starting tree topology. Since the original publication (Guindon S., Gascuel O. 2003. A simple, fast and accurate algorithm to estimate large phylogenies by maximum likelihood. Syst. Biol. 52:696-704), PhyML has been widely used (>2500 citations in ISI Web of Science) because of its simplicity and a fair compromise between accuracy and speed. In the meantime, research around PhyML has continued, and this article describes the new algorithms and methods implemented in the program. First, we introduce a new algorithm to search the tree space with user-defined intensity using subtree pruning and regrafting topological moves. The parsimony criterion is used here to filter out the least promising topology modifications with respect to the likelihood function. The analysis of a large collection of real nucleotide and amino acid data sets of various sizes demonstrates the good performance of this method. Second, we describe a new test to assess the support of the data for internal branches of a phylogeny. This approach extends the recently proposed approximate likelihood-ratio test and relies on a nonparametric, Shimodaira-Hasegawa-like procedure. A detailed analysis of real alignments sheds light on the links between this new approach and the more classical nonparametric bootstrap method. Overall, our tests show that the last version (3.0) of PhyML is fast, accurate, stable, and ready to use. A Web server and binary files are available from http://www.atgc-montpellier.fr/phyml/.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

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Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

Generalized linear models with random effects unified analysis via H-likelihood

CERN Document Server

Lee, Youngjo; Pawitan, Yudi

2006-01-01

Since their introduction in 1972, generalized linear models (GLMs) have proven useful in the generalization of classical normal models. Presenting methods for fitting GLMs with random effects to data, Generalized Linear Models with Random Effects: Unified Analysis via H-likelihood explores a wide range of applications, including combining information over trials (meta-analysis), analysis of frailty models for survival data, genetic epidemiology, and analysis of spatial and temporal models with correlated errors.Written by pioneering authorities in the field, this reference provides an introduction to various theories and examines likelihood inference and GLMs. The authors show how to extend the class of GLMs while retaining as much simplicity as possible. By maximizing and deriving other quantities from h-likelihood, they also demonstrate how to use a single algorithm for all members of the class, resulting in a faster algorithm as compared to existing alternatives. Complementing theory with examples, many of...

Statistical Bias in Maximum Likelihood Estimators of Item Parameters.

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1982-04-01

34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC

Bearing Fault Detection Based on Maximum Likelihood Estimation and Optimized ANN Using the Bees Algorithm

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Behrooz Attaran

2015-01-01

Full Text Available Rotating machinery is the most common machinery in industry. The root of the faults in rotating machinery is often faulty rolling element bearings. This paper presents a technique using optimized artificial neural network by the Bees Algorithm for automated diagnosis of localized faults in rolling element bearings. The inputs of this technique are a number of features (maximum likelihood estimation values, which are derived from the vibration signals of test data. The results shows that the performance of the proposed optimized system is better than most previous studies, even though it uses only two features. Effectiveness of the above method is illustrated using obtained bearing vibration data.

A maximum likelihood framework for protein design

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Philippe Hervé

2006-06-01

Full Text Available Abstract Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces

Posterior distributions for likelihood ratios in forensic science.

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van den Hout, Ardo; Alberink, Ivo

2016-09-01

Evaluation of evidence in forensic science is discussed using posterior distributions for likelihood ratios. Instead of eliminating the uncertainty by integrating (Bayes factor) or by conditioning on parameter values, uncertainty in the likelihood ratio is retained by parameter uncertainty derived from posterior distributions. A posterior distribution for a likelihood ratio can be summarised by the median and credible intervals. Using the posterior mean of the distribution is not recommended. An analysis of forensic data for body height estimation is undertaken. The posterior likelihood approach has been criticised both theoretically and with respect to applicability. This paper addresses the latter and illustrates an interesting application area. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.

Cosmic shear measurement with maximum likelihood and maximum a posteriori inference

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Hall, Alex; Taylor, Andy

2017-06-01

We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.

Generalized empirical likelihood methods for analyzing longitudinal data

KAUST Repository

Wang, S.

2010-02-16

Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks theorem for the limiting distributions of the empirical likelihood ratios is derived. It is shown that one of the proposed methods is locally efficient among a class of within-subject variance-covariance matrices. A simulation study is conducted to investigate the finite sample properties of the proposed methods and compare them with the block empirical likelihood method by You et al. (2006) and the normal approximation with a correctly estimated variance-covariance. The results suggest that the proposed methods are generally more efficient than existing methods which ignore the correlation structure, and better in coverage compared to the normal approximation with correctly specified within-subject correlation. An application illustrating our methods and supporting the simulation study results is also presented.

The fine-tuning cost of the likelihood in SUSY models

International Nuclear Information System (INIS)

Ghilencea, D.M.; Ross, G.G.

2013-01-01

In SUSY models, the fine-tuning of the electroweak (EW) scale with respect to their parameters γ i ={m 0 ,m 1/2 ,μ 0 ,A 0 ,B 0 ,…} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Δ of the usual likelihood L and the traditional fine-tuning measure Δ of the EW scale. A similar result is obtained for the integrated likelihood over the set {γ i }, that can be written as a surface integral of the ratio L/Δ, with the surface in γ i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Δ or equivalently, a small χ new 2 =χ old 2 +2lnΔ. This shows the fine-tuning cost to the likelihood (χ new 2 ) of the EW scale stability enforced by SUSY, that is ignored in data fits. A good χ new 2 /d.o.f.≈1 thus demands SUSY models have a fine-tuning amount Δ≪exp(d.o.f./2), which provides a model-independent criterion for acceptable fine-tuning. If this criterion is not met, one can thus rule out SUSY models without a further χ 2 /d.o.f. analysis. Numerical methods to fit the data can easily be adapted to account for this effect.

Can Machines Learn Respiratory Virus Epidemiology?: A Comparative Study of Likelihood-Free Methods for the Estimation of Epidemiological Dynamics

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Heidi L. Tessmer

2018-03-01

Full Text Available To estimate and predict the transmission dynamics of respiratory viruses, the estimation of the basic reproduction number, R0, is essential. Recently, approximate Bayesian computation methods have been used as likelihood free methods to estimate epidemiological model parameters, particularly R0. In this paper, we explore various machine learning approaches, the multi-layer perceptron, convolutional neural network, and long-short term memory, to learn and estimate the parameters. Further, we compare the accuracy of the estimates and time requirements for machine learning and the approximate Bayesian computation methods on both simulated and real-world epidemiological data from outbreaks of influenza A(H1N1pdm09, mumps, and measles. We find that the machine learning approaches can be verified and tested faster than the approximate Bayesian computation method, but that the approximate Bayesian computation method is more robust across different datasets.

Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

Science.gov (United States)

Han, Lei; Zhang, Yu; Zhang, Tong

2016-08-01

The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

BER and optimal power allocation for amplify-and-forward relaying using pilot-aided maximum likelihood estimation

KAUST Repository

Wang, Kezhi

2014-10-01

Bit error rate (BER) and outage probability for amplify-and-forward (AF) relaying systems with two different channel estimation methods, disintegrated channel estimation and cascaded channel estimation, using pilot-aided maximum likelihood method in slowly fading Rayleigh channels are derived. Based on the BERs, the optimal values of pilot power under the total transmitting power constraints at the source and the optimal values of pilot power under the total transmitting power constraints at the relay are obtained, separately. Moreover, the optimal power allocation between the pilot power at the source, the pilot power at the relay, the data power at the source and the data power at the relay are obtained when their total transmitting power is fixed. Numerical results show that the derived BER expressions match with the simulation results. They also show that the proposed systems with optimal power allocation outperform the conventional systems without power allocation under the same other conditions. In some cases, the gain could be as large as several dB\\'s in effective signal-to-noise ratio.

BER and optimal power allocation for amplify-and-forward relaying using pilot-aided maximum likelihood estimation

KAUST Repository

Wang, Kezhi; Chen, Yunfei; Alouini, Mohamed-Slim; Xu, Feng

2014-01-01

Bit error rate (BER) and outage probability for amplify-and-forward (AF) relaying systems with two different channel estimation methods, disintegrated channel estimation and cascaded channel estimation, using pilot-aided maximum likelihood method in slowly fading Rayleigh channels are derived. Based on the BERs, the optimal values of pilot power under the total transmitting power constraints at the source and the optimal values of pilot power under the total transmitting power constraints at the relay are obtained, separately. Moreover, the optimal power allocation between the pilot power at the source, the pilot power at the relay, the data power at the source and the data power at the relay are obtained when their total transmitting power is fixed. Numerical results show that the derived BER expressions match with the simulation results. They also show that the proposed systems with optimal power allocation outperform the conventional systems without power allocation under the same other conditions. In some cases, the gain could be as large as several dB's in effective signal-to-noise ratio.

A fast pulse phase estimation method for X-ray pulsar signals based on epoch folding

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Xue Mengfan

2016-06-01

Full Text Available X-ray pulsar-based navigation (XPNAV is an attractive method for autonomous deep-space navigation in the future. The pulse phase estimation is a key task in XPNAV and its accuracy directly determines the navigation accuracy. State-of-the-art pulse phase estimation techniques either suffer from poor estimation accuracy, or involve the maximization of generally non-convex object function, thus resulting in a large computational cost. In this paper, a fast pulse phase estimation method based on epoch folding is presented. The statistical properties of the observed profile obtained through epoch folding are developed. Based on this, we recognize the joint probability distribution of the observed profile as the likelihood function and utilize a fast Fourier transform-based procedure to estimate the pulse phase. Computational complexity of the proposed estimator is analyzed as well. Experimental results show that the proposed estimator significantly outperforms the currently used cross-correlation (CC and nonlinear least squares (NLS estimators, while significantly reduces the computational complexity compared with NLS and maximum likelihood (ML estimators.

Estimation of Radar Cross Section of a Target under Track

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Hong Sun-Mog

2010-01-01

Full Text Available In allocating radar beam for tracking a target, it is attempted to maintain the signal-to-noise ratio (SNR of signal returning from the illuminated target close to an optimum value for efficient track updates. An estimate of the average radar cross section (RCS of the target is required in order to adjust transmitted power based on the estimate such that a desired SNR can be realized. In this paper, a maximum-likelihood (ML approach is presented for estimating the average RCS, and a numerical solution to the approach is proposed based on a generalized expectation maximization (GEM algorithm. Estimation accuracy of the approach is compared to that of a previously reported procedure.

Estimated maximal and current brain volume predict cognitive ability in old age

Science.gov (United States)

Royle, Natalie A.; Booth, Tom; Valdés Hernández, Maria C.; Penke, Lars; Murray, Catherine; Gow, Alan J.; Maniega, Susana Muñoz; Starr, John; Bastin, Mark E.; Deary, Ian J.; Wardlaw, Joanna M.

2013-01-01

Brain tissue deterioration is a significant contributor to lower cognitive ability in later life; however, few studies have appropriate data to establish how much influence prior brain volume and prior cognitive performance have on this association. We investigated the associations between structural brain imaging biomarkers, including an estimate of maximal brain volume, and detailed measures of cognitive ability at age 73 years in a large (N = 620), generally healthy, community-dwelling population. Cognitive ability data were available from age 11 years. We found positive associations (r) between general cognitive ability and estimated brain volume in youth (male, 0.28; females, 0.12), and in measured brain volume in later life (males, 0.27; females, 0.26). Our findings show that cognitive ability in youth is a strong predictor of estimated prior and measured current brain volume in old age but that these effects were the same for both white and gray matter. As 1 of the largest studies of associations between brain volume and cognitive ability with normal aging, this work contributes to the wider understanding of how some early-life factors influence cognitive aging. PMID:23850342

A Maximum Likelihood Estimation of Vocal-Tract-Related Filter Characteristics for Single Channel Speech Separation

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Dansereau Richard M

2007-01-01

Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.

A Maximum Likelihood Estimation of Vocal-Tract-Related Filter Characteristics for Single Channel Speech Separation

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Mohammad H. Radfar

2006-11-01

Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.

Accuracy of the Bethe approximation for hyperparameter estimation in probabilistic image processing

International Nuclear Information System (INIS)

Tanaka, Kazuyuki; Shouno, Hayaru; Okada, Masato; Titterington, D M

2004-01-01

We investigate the accuracy of statistical-mechanical approximations for the estimation of hyperparameters from observable data in probabilistic image processing, which is based on Bayesian statistics and maximum likelihood estimation. Hyperparameters in statistical science correspond to interactions or external fields in the statistical-mechanics context. In this paper, hyperparameters in the probabilistic model are determined so as to maximize a marginal likelihood. A practical algorithm is described for grey-level image restoration based on a Gaussian graphical model and the Bethe approximation. The algorithm corresponds to loopy belief propagation in artificial intelligence. We examine the accuracy of hyperparameter estimation when we use the Bethe approximation. It is well known that a practical algorithm for probabilistic image processing can be prescribed analytically when a Gaussian graphical model is adopted as a prior probabilistic model in Bayes' formula. We are therefore able to compare, in a numerical study, results obtained through mean-field-type approximations with those based on exact calculation

High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

2015-01-01

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano

2015-09-29

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.; Ma, Y.; Sang, H.

2011-01-01

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.

2011-05-24

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

Autistic disorders and schizophrenia: related or remote? An anatomical likelihood estimation.

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Charlton Cheung

Full Text Available Shared genetic and environmental risk factors have been identified for autistic spectrum disorders (ASD and schizophrenia. Social interaction, communication, emotion processing, sensorimotor gating and executive function are disrupted in both, stimulating debate about whether these are related conditions. Brain imaging studies constitute an informative and expanding resource to determine whether brain structural phenotype of these disorders is distinct or overlapping. We aimed to synthesize existing datasets characterizing ASD and schizophrenia within a common framework, to quantify their structural similarities. In a novel modification of Anatomical Likelihood Estimation (ALE, 313 foci were extracted from 25 voxel-based studies comprising 660 participants (308 ASD, 352 first-episode schizophrenia and 801 controls. The results revealed that, compared to controls, lower grey matter volumes within limbic-striato-thalamic circuitry were common to ASD and schizophrenia. Unique features of each disorder included lower grey matter volume in amygdala, caudate, frontal and medial gyrus for schizophrenia and putamen for autism. Thus, in terms of brain volumetrics, ASD and schizophrenia have a clear degree of overlap that may reflect shared etiological mechanisms. However, the distinctive neuroanatomy also mapped in each condition raises the question about how this is arrived in the context of common etiological pressures.

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.

Science.gov (United States)

Rukhin, Andrew L

2011-01-01

A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.

Maximum likelihood estimation of dose-response parameters for therapeutic operating characteristic (TOC) analysis of carcinoma of the nasopharynx

International Nuclear Information System (INIS)

Metz, C.E.; Tokars, R.P.; Kronman, H.B.; Griem, M.L.

1982-01-01

A Therapeutic Operating Characteristic (TOC) curve for radiation therapy plots, for all possible treatment doses, the probability of tumor ablation as a function of the probability of radiation-induced complication. Application of this analysis to actual therapeutic situation requires that dose-response curves for ablation and for complication be estimated from clinical data. We describe an approach in which ''maximum likelihood estimates'' of these dose-response curves are made, and we apply this approach to data collected on responses to radiotherapy for carcinoma of the nasopharynx. TOC curves constructed from the estimated dose-response curves are subject to moderately large uncertainties because of the limitations of available data.These TOC curves suggest, however, that treatment doses greater than 1800 rem may substantially increase the probability of tumor ablation with little increase in the risk of radiation-induced cervical myelopathy, especially for T1 and T2 tumors

Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood

Czech Academy of Sciences Publication Activity Database

Kukačka, Jiří; Baruník, Jozef

2017-01-01

Roč. 85, č. 1 (2017), s. 21-45 ISSN 0165-1889 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : heterogeneous agent model, * simulated maximum likelihood * switching Subject RIV: AH - Economics OBOR OECD: Finance Impact factor: 1.000, year: 2016 http://library.utia.cas.cz/separaty/2017/E/kukacka-0478481.pdf

Qualitative release assessment to estimate the likelihood of henipavirus entering the United Kingdom.

Directory of Open Access Journals (Sweden)

Emma L Snary

Full Text Available The genus Henipavirus includes Hendra virus (HeV and Nipah virus (NiV, for which fruit bats (particularly those of the genus Pteropus are considered to be the wildlife reservoir. The recognition of henipaviruses occurring across a wider geographic and host range suggests the possibility of the virus entering the United Kingdom (UK. To estimate the likelihood of henipaviruses entering the UK, a qualitative release assessment was undertaken. To facilitate the release assessment, the world was divided into four zones according to location of outbreaks of henipaviruses, isolation of henipaviruses, proximity to other countries where incidents of henipaviruses have occurred and the distribution of Pteropus spp. fruit bats. From this release assessment, the key findings are that the importation of fruit from Zone 1 and 2 and bat bushmeat from Zone 1 each have a Low annual probability of release of henipaviruses into the UK. Similarly, the importation of bat meat from Zone 2, horses and companion animals from Zone 1 and people travelling from Zone 1 and entering the UK was estimated to pose a Very Low probability of release. The annual probability of release for all other release routes was assessed to be Negligible. It is recommended that the release assessment be periodically re-assessed to reflect changes in knowledge and circumstances over time.

An estimate of the maximal doses incurred by persons accompanying patients in the waiting area of a nuclear medicine department

International Nuclear Information System (INIS)

Dzik-Jurasz, A.S.K.; Farwell, J.

1997-01-01

The aim of the study was to make an estimate of the maximal doses that might be incurred by persons accompanying active patients in a nuclear medicine department waiting area. This was in order to determine whether the dose to such individuals approached current legislative or recently recommended limits. Thermoluminescent dosemeters were taped to the walls of the waiting area at waist level to the sitting individual, such that their record would reflect as closely as possible the dose incurred by an individual sitting next to an active patient. Dividing the recorded dose with the total occupancy time of that seat derived an average dose rate. Maximal doses were estimated by the product of the latter and maximal occupancy times. It was assumed that an accompanying individual would have been sitting next to the active patient for their whole duration of stay. The maximum estimates were 278 μSv and 103.2 μSv. These values are likely to be overestimates by the virtue of the TLD integrating the whole dose of its surrounds, especially adjacent active individuals. By current legislation and recent recommendations the values are reassuringly low, but idiosyncrasies in local practice might need to be considered in individual departments. (author)

KONVERGENSI ESTIMATOR DALAM MODEL MIXTURE BERBASIS MISSING DATA

Directory of Open Access Journals (Sweden)

N Dwidayati

2014-06-01

Full Text Available Abstrak __________________________________________________________________________________________ Model mixture dapat mengestimasi proporsi pasien yang sembuh (cured dan fungsi survival pasien tak sembuh (uncured. Pada kajian ini, model mixture dikembangkan untuk  analisis cure rate berbasis missing data. Ada beberapa metode yang dapat digunakan untuk analisis missing data. Salah satu metode yang dapat digunakan adalah Algoritma EM, Metode ini didasarkan pada 2 (dua langkah, yaitu: (1 Expectation Step dan (2 Maximization Step. Algoritma EM merupakan pendekatan iterasi untuk mempelajari model dari data dengan nilai hilang melalui 4 (empat langkah, yaitu(1 pilih himpunan inisial dari parameter untuk sebuah model, (2 tentukan nilai ekspektasi untuk data hilang, (3 buat induksi parameter model baru dari gabungan nilai ekspekstasi dan data asli, dan (4 jika parameter tidak converged, ulangi langkah 2 menggunakan model baru. Berdasar kajian yang dilakukan dapat ditunjukkan bahwa pada algoritma EM, log-likelihood untuk missing data mengalami kenaikan setelah dilakukan setiap iterasi dari algoritmanya. Dengan demikian berdasar algoritma EM, barisan likelihood konvergen jika likelihood terbatas ke bawah.   Abstract __________________________________________________________________________________________ Model mixture can estimate proportion of recovering patient  and function of patient survival do not recover. At this study, model mixture developed to analyse cure rate bases on missing data. There are some method which applicable to analyse missing data. One of method which can be applied is Algoritma EM, This method based on 2 ( two step, that is: ( 1 Expectation Step and ( 2 Maximization Step. EM Algorithm is approach of iteration to study model from data with value loses through 4 ( four step, yaitu(1 select;chooses initial gathering from parameter for a model, ( 2 determines expectation value for data to lose, ( 3 induce newfangled parameter

Parameter Estimation for Thurstone Choice Models

Energy Technology Data Exchange (ETDEWEB)

Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-04-24

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan

2017-07-13

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Generalized empirical likelihood methods for analyzing longitudinal data

KAUST Repository

Wang, S.; Qian, L.; Carroll, R. J.

2010-01-01

Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks

The joint graphical lasso for inverse covariance estimation across multiple classes.

Science.gov (United States)

Danaher, Patrick; Wang, Pei; Witten, Daniela M

2014-03-01

We consider the problem of estimating multiple related Gaussian graphical models from a high-dimensional data set with observations belonging to distinct classes. We propose the joint graphical lasso , which borrows strength across the classes in order to estimate multiple graphical models that share certain characteristics, such as the locations or weights of nonzero edges. Our approach is based upon maximizing a penalized log likelihood. We employ generalized fused lasso or group lasso penalties, and implement a fast ADMM algorithm to solve the corresponding convex optimization problems. The performance of the proposed method is illustrated through simulated and real data examples.

Comparison of the Danish step test and the watt-max test for estimation of maximal oxygen uptake

DEFF Research Database (Denmark)

Aadahl, Mette; Zacho, Morten; Linneberg, Allan René

2013-01-01

. Altogether, 795 eligible participants (response rate 35.8%) performed the watt max and the Danish step test. Correlation and agreement between the two VO(2max) test results was explored by Pearson's rho, Bland-Altman plots, Kappa(w), and gamma coefficients.Results: The correlation between VO(2max) (ml......Introduction: There is a need for simple and feasible methods for estimation of cardiorespiratory fitness (CRF) in large study populations, as existing methods for valid estimation of maximal oxygen consumption are generally time consuming and relatively expensive to administer. The Danish step...

Outer measures and weak type estimates of Hardy-Littlewood maximal operators

Directory of Open Access Journals (Sweden)

Terasawa Yutaka

2006-01-01

Full Text Available We will introduce the times modified centered and uncentered Hardy-Littlewood maximal operators on nonhomogeneous spaces for . We will prove that the times modified centered Hardy-Littlewood maximal operator is weak type bounded with constant when if the Radon measure of the space has "continuity" in some sense. In the proof, we will use the outer measure associated with the Radon measure. We will also prove other results of Hardy-Littlewood maximal operators on homogeneous spaces and on the real line by using outer measures.

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

AUC-Maximizing Ensembles through Metalearning.

Science.gov (United States)

LeDell, Erin; van der Laan, Mark J; Petersen, Maya

2016-05-01

Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree.

Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.

Science.gov (United States)

Kobert, K; Stamatakis, A; Flouri, T

2017-03-01

The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

Directory of Open Access Journals (Sweden)

Le Zuo

2018-04-01

Full Text Available This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D direction of arrival (DOA and signal sorting, with a low-cost circular synthetic array (CSA consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step and the maximization (M-step. In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

Science.gov (United States)

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Modeling, estimation and identification methods for static shape determination of flexible structures. [for large space structure design

Science.gov (United States)

Rodriguez, G.; Scheid, R. E., Jr.

1986-01-01

This paper outlines methods for modeling, identification and estimation for static determination of flexible structures. The shape estimation schemes are based on structural models specified by (possibly interconnected) elliptic partial differential equations. The identification techniques provide approximate knowledge of parameters in elliptic systems. The techniques are based on the method of maximum-likelihood that finds parameter values such that the likelihood functional associated with the system model is maximized. The estimation methods are obtained by means of a function-space approach that seeks to obtain the conditional mean of the state given the data and a white noise characterization of model errors. The solutions are obtained in a batch-processing mode in which all the data is processed simultaneously. After methods for computing the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the related estimation error is conducted. In addition to outlining the above theoretical results, the paper presents typical flexible structure simulations illustrating performance of the shape determination methods.

Use of deterministic sampling for exploring likelihoods in linkage analysis for quantitative traits.

NARCIS (Netherlands)

Mackinnon, M.J.; Beek, van der S.; Kinghorn, B.P.

1996-01-01

Deterministic sampling was used to numerically evaluate the expected log-likelihood surfaces of QTL-marker linkage models in large pedigrees with simple structures. By calculating the expected values of likelihoods, questions of power of experimental designs, bias in parameter estimates, approximate

Age-specific incidence of A/H1N1 2009 influenza infection in England from sequential antibody prevalence data using likelihood-based estimation.

Directory of Open Access Journals (Sweden)

Marc Baguelin

2011-02-01

Full Text Available Estimating the age-specific incidence of an emerging pathogen is essential for understanding its severity and transmission dynamics. This paper describes a statistical method that uses likelihoods to estimate incidence from sequential serological data. The method requires information on seroconversion intervals and allows integration of information on the temporal distribution of cases from clinical surveillance. Among a family of candidate incidences, a likelihood function is derived by reconstructing the change in seroprevalence from seroconversion following infection and comparing it with the observed sequence of positivity among the samples. This method is applied to derive the cumulative and weekly incidence of A/H1N1 pandemic influenza in England during the second wave using sera taken between September 2009 and February 2010 in four age groups (1-4, 5-14, 15-24, 25-44 years. The highest cumulative incidence was in 5-14 year olds (59%, 95% credible interval (CI: 52%, 68% followed by 1-4 year olds (49%, 95% CI: 38%, 61%, rates 20 and 40 times higher respectively than estimated from clinical surveillance. The method provides a more accurate and continuous measure of incidence than achieved by comparing prevalence in samples grouped by time period.

Nonuniform Illumination Correction Algorithm for Underwater Images Using Maximum Likelihood Estimation Method

Directory of Open Access Journals (Sweden)

Sonali Sachin Sankpal

2016-01-01

Full Text Available Scattering and absorption of light is main reason for limited visibility in water. The suspended particles and dissolved chemical compounds in water are also responsible for scattering and absorption of light in water. The limited visibility in water results in degradation of underwater images. The visibility can be increased by using artificial light source in underwater imaging system. But the artificial light illuminates the scene in a nonuniform fashion. It produces bright spot at the center with the dark region at surroundings. In some cases imaging system itself creates dark region in the image by producing shadow on the objects. The problem of nonuniform illumination is neglected by the researchers in most of the image enhancement techniques of underwater images. Also very few methods are discussed showing the results on color images. This paper suggests a method for nonuniform illumination correction for underwater images. The method assumes that natural underwater images are Rayleigh distributed. This paper used maximum likelihood estimation of scale parameter to map distribution of image to Rayleigh distribution. The method is compared with traditional methods for nonuniform illumination correction using no-reference image quality metrics like average luminance, average information entropy, normalized neighborhood function, average contrast, and comprehensive assessment function.

Performances of the likelihood-ratio classifier based on different data modelings

NARCIS (Netherlands)

Chen, C.; Veldhuis, Raymond N.J.

2008-01-01

The classical likelihood ratio classifier easily collapses in many biometric applications especially with independent training-test subjects. The reason lies in the inaccurate estimation of the underlying user-specific feature density. Firstly, the feature density estimation suffers from

Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement

Directory of Open Access Journals (Sweden)

Siti Tabi'atul Hasanah

2012-11-01

Full Text Available Outlier is an observation that much different (extreme from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.

Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

Science.gov (United States)

Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

2017-05-01

The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

Approximate Likelihood

CERN Multimedia

CERN. Geneva

2015-01-01

Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

PERBANDINGAN ESTIMASI KEMAMPUAN LATEN ANTARA METODE MAKSIMUM LIKELIHOOD DAN METODE BAYES

Directory of Open Access Journals (Sweden)

Heri Retnawati

2015-10-01

Full Text Available Studi ini bertujuan untuk membandingkan ketepatan estimasi kemampuan laten (latent trait pada model logistik dengan metode maksimum likelihood (ML gabungan dan bayes. Studi ini menggunakan metode simulasi Monte Carlo, dengan model data ujian nasional matematika SMP. Variabel simulasi adalah panjang tes dan banyaknya peserta.  Data dibangkitkan dengan menggunakan SAS/IML dengan replikasi 40 kali, dan tiap data diestimasi dengan ML dan Bayes. Hasil estimasi kemudian dibandingkan dengan kemampuan yang sebenarnya, dengan menghitung mean square of error (MSE dan korelasi antara kemampuan laten yang sebenarnya dan hasil estimasi. Metode yang memiliki MSE lebih kecil dikatakan sebagai metode estimasi yang lebih baik. Hasil studi menunjukkan bahwa pada estimasi kemampuan laten dengan 15, 20, 25, dan 30 butir dengan 500 dan 1.000 peserta, hasil MSE belum stabil, namun ketika peserta menjadi 1.500 orang, diperoleh akurasi estimasi kemampuan yang hampir sama baik estimasi antara metode ML dan metode Bayes. Pada estimasi dengan 15 dan 20 butir dan peserta 500, 1.000, dan 1.500, hasil MSE belum stabil, dan ketika estimasi melibatkan 25 dan 30 butir, baik dengan peserta 500, 1.000, maupun 1.500 akan diperoleh hasil yang lebih akurat dengan metode ML. Kata kunci: estimasi kemampuan, metode maksimum likelihood, metode Bayes     THE COMPARISON OF ESTIMATION OF LATENT TRAITS USING MAXIMUM LIKELIHOOD AND BAYES METHODS Abstract This study aimed to compare the accuracy of the estimation of latent ability (latent trait in the logistic model using maximum likelihood (ML and Bayes methods. This study uses a quantitative approach that is the Monte Carlo simulation method using students responses to national examination as data model, and variables are the length of the test and the number of participants. The data were generated using SAS/IML with replication 40 times, and each datum is then estimated by ML and Bayes. The estimation results are then compared with the

Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies

International Nuclear Information System (INIS)

Llacer, J.; Veklerov, E.; Hoffman, E.J.; Nunez, J.; Coakley, K.J.

1993-01-01

The work presented in this paper evaluates the statistical characteristics of regional bias and expected error in reconstructions of real PET data of human brain fluorodeoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task that the authors have investigated is that of quantifying radioisotope uptake in regions-of-interest (ROI's). They first describe a robust methodology for the use of the MLE method with clinical data which contains only one adjustable parameter: the kernel size for a Gaussian filtering operation that determines final resolution and expected regional error. Simulation results are used to establish the fundamental characteristics of the reconstructions obtained by out methodology, corresponding to the case in which the transition matrix is perfectly known. Then, data from 72 independent human brain FDG scans from four patients are used to show that the results obtained from real data are consistent with the simulation, although the quality of the data and of the transition matrix have an effect on the final outcome

Likelihood-based inference for clustered line transect data

DEFF Research Database (Denmark)

Waagepetersen, Rasmus Plenge; Schweder, Tore

The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...

Likelihood-based inference for clustered line transect data

DEFF Research Database (Denmark)

Waagepetersen, Rasmus; Schweder, Tore

2006-01-01

The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...

Cases in which ancestral maximum likelihood will be confusingly misleading.

Science.gov (United States)

Handelman, Tomer; Chor, Benny

2017-05-07

Ancestral maximum likelihood (AML) is a phylogenetic tree reconstruction criteria that "lies between" maximum parsimony (MP) and maximum likelihood (ML). ML has long been known to be statistically consistent. On the other hand, Felsenstein (1978) showed that MP is statistically inconsistent, and even positively misleading: There are cases where the parsimony criteria, applied to data generated according to one tree topology, will be optimized on a different tree topology. The question of weather AML is statistically consistent or not has been open for a long time. Mossel et al. (2009) have shown that AML can "shrink" short tree edges, resulting in a star tree with no internal resolution, which yields a better AML score than the original (resolved) model. This result implies that AML is statistically inconsistent, but not that it is positively misleading, because the star tree is compatible with any other topology. We show that AML is confusingly misleading: For some simple, four taxa (resolved) tree, the ancestral likelihood optimization criteria is maximized on an incorrect (resolved) tree topology, as well as on a star tree (both with specific edge lengths), while the tree with the original, correct topology, has strictly lower ancestral likelihood. Interestingly, the two short edges in the incorrect, resolved tree topology are of length zero, and are not adjacent, so this resolved tree is in fact a simple path. While for MP, the underlying phenomenon can be described as long edge attraction, it turns out that here we have long edge repulsion. Copyright © 2017. Published by Elsevier Ltd.

An Efficient UD-Based Algorithm for the Computation of Maximum Likelihood Sensitivity of Continuous-Discrete Systems

DEFF Research Database (Denmark)

Boiroux, Dimitri; Juhl, Rune; Madsen, Henrik

2016-01-01

This paper addresses maximum likelihood parameter estimation of continuous-time nonlinear systems with discrete-time measurements. We derive an efficient algorithm for the computation of the log-likelihood function and its gradient, which can be used in gradient-based optimization algorithms....... This algorithm uses UD decomposition of symmetric matrices and the array algorithm for covariance update and gradient computation. We test our algorithm on the Lotka-Volterra equations. Compared to the maximum likelihood estimation based on finite difference gradient computation, we get a significant speedup...

Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement

International Nuclear Information System (INIS)

Lerche, Ch.W.; Ros, A.; Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A.; Sanchez, F.; Benlloch, J.M.

2009-01-01

The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.

Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement

Energy Technology Data Exchange (ETDEWEB)

Lerche, Ch.W. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain)], E-mail: lerche@ific.uv.es; Ros, A. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain); Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain); Sanchez, F.; Benlloch, J.M. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain)

2009-06-01

The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.

Preliminary application of maximum likelihood method in HL-2A Thomson scattering system

International Nuclear Information System (INIS)

Yao Ke; Huang Yuan; Feng Zhen; Liu Chunhua; Li Enping; Nie Lin

2010-01-01

Maximum likelihood method to process the data of HL-2A Thomson scattering system is presented. Using mathematical statistics, this method maximizes the possibility of the likeness between the theoretical data and the observed data, so that we could get more accurate result. It has been proved to be applicable in comparison with that of the ratios method, and some of the drawbacks in ratios method do not exist in this new one. (authors)

Performance and separation occurrence of binary probit regression estimator using maximum likelihood method and Firths approach under different sample size

Science.gov (United States)

Lusiana, Evellin Dewi

2017-12-01

The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.

Estimating negative likelihood ratio confidence when test sensitivity is 100%: A bootstrapping approach.

Science.gov (United States)

Marill, Keith A; Chang, Yuchiao; Wong, Kim F; Friedman, Ari B

2017-08-01

Objectives Assessing high-sensitivity tests for mortal illness is crucial in emergency and critical care medicine. Estimating the 95% confidence interval (CI) of the likelihood ratio (LR) can be challenging when sample sensitivity is 100%. We aimed to develop, compare, and automate a bootstrapping method to estimate the negative LR CI when sample sensitivity is 100%. Methods The lowest population sensitivity that is most likely to yield sample sensitivity 100% is located using the binomial distribution. Random binomial samples generated using this population sensitivity are then used in the LR bootstrap. A free R program, "bootLR," automates the process. Extensive simulations were performed to determine how often the LR bootstrap and comparator method 95% CIs cover the true population negative LR value. Finally, the 95% CI was compared for theoretical sample sizes and sensitivities approaching and including 100% using: (1) a technique of individual extremes, (2) SAS software based on the technique of Gart and Nam, (3) the Score CI (as implemented in the StatXact, SAS, and R PropCI package), and (4) the bootstrapping technique. Results The bootstrapping approach demonstrates appropriate coverage of the nominal 95% CI over a spectrum of populations and sample sizes. Considering a study of sample size 200 with 100 patients with disease, and specificity 60%, the lowest population sensitivity with median sample sensitivity 100% is 99.31%. When all 100 patients with disease test positive, the negative LR 95% CIs are: individual extremes technique (0,0.073), StatXact (0,0.064), SAS Score method (0,0.057), R PropCI (0,0.062), and bootstrap (0,0.048). Similar trends were observed for other sample sizes. Conclusions When study samples demonstrate 100% sensitivity, available methods may yield inappropriately wide negative LR CIs. An alternative bootstrapping approach and accompanying free open-source R package were developed to yield realistic estimates easily. This

Pain anticipation: an activation likelihood estimation meta-analysis of brain imaging studies.

Science.gov (United States)

Palermo, Sara; Benedetti, Fabrizio; Costa, Tommaso; Amanzio, Martina

2015-05-01

The anticipation of pain has been investigated in a variety of brain imaging studies. Importantly, today there is no clear overall picture of the areas that are involved in different studies and the exact role of these regions in pain expectation remains especially unexploited. To address this issue, we used activation likelihood estimation meta-analysis to analyze pain anticipation in several neuroimaging studies. A total of 19 functional magnetic resonance imaging were included in the analysis to search for the cortical areas involved in pain anticipation in human experimental models. During anticipation, activated foci were found in the dorsolateral prefrontal, midcingulate and anterior insula cortices, medial and inferior frontal gyri, inferior parietal lobule, middle and superior temporal gyrus, thalamus, and caudate. Deactivated foci were found in the anterior cingulate, superior frontal gyrus, parahippocampal gyrus and in the claustrum. The results of the meta-analytic connectivity analysis provide an overall view of the brain responses triggered by the anticipation of a noxious stimulus. Such a highly distributed perceptual set of self-regulation may prime brain regions to process information where emotion, action and perception as well as their related subcategories play a central role. Not only do these findings provide important information on the neural events when anticipating pain, but also they may give a perspective into nocebo responses, whereby negative expectations may lead to pain worsening. © 2014 Wiley Periodicals, Inc.

Statistical modelling of survival data with random effects h-likelihood approach

CERN Document Server

Ha, Il Do; Lee, Youngjo

2017-01-01

This book provides a groundbreaking introduction to the likelihood inference for correlated survival data via the hierarchical (or h-) likelihood in order to obtain the (marginal) likelihood and to address the computational difficulties in inferences and extensions. The approach presented in the book overcomes shortcomings in the traditional likelihood-based methods for clustered survival data such as intractable integration. The text includes technical materials such as derivations and proofs in each chapter, as well as recently developed software programs in R (“frailtyHL”), while the real-world data examples together with an R package, “frailtyHL” in CRAN, provide readers with useful hands-on tools. Reviewing new developments since the introduction of the h-likelihood to survival analysis (methods for interval estimation of the individual frailty and for variable selection of the fixed effects in the general class of frailty models) and guiding future directions, the book is of interest to research...

An Approach Using a 1D Hydraulic Model, Landsat Imaging and Generalized Likelihood Uncertainty Estimation for an Approximation of Flood Discharge

Directory of Open Access Journals (Sweden)

Seung Oh Lee

2013-10-01

Full Text Available Collection and investigation of flood information are essential to understand the nature of floods, but this has proved difficult in data-poor environments, or in developing or under-developed countries due to economic and technological limitations. The development of remote sensing data, GIS, and modeling techniques have, therefore, proved to be useful tools in the analysis of the nature of floods. Accordingly, this study attempts to estimate a flood discharge using the generalized likelihood uncertainty estimation (GLUE methodology and a 1D hydraulic model, with remote sensing data and topographic data, under the assumed condition that there is no gauge station in the Missouri river, Nebraska, and Wabash River, Indiana, in the United States. The results show that the use of Landsat leads to a better discharge approximation on a large-scale reach than on a small-scale. Discharge approximation using the GLUE depended on the selection of likelihood measures. Consideration of physical conditions in study reaches could, therefore, contribute to an appropriate selection of informal likely measurements. The river discharge assessed by using Landsat image and the GLUE Methodology could be useful in supplementing flood information for flood risk management at a planning level in ungauged basins. However, it should be noted that this approach to the real-time application might be difficult due to the GLUE procedure.

Supplementary Material for: High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

2016-01-01

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of points is a very challenging problem and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

Deformation of log-likelihood loss function for multiclass boosting.

Science.gov (United States)

Kanamori, Takafumi

2010-09-01

The purpose of this paper is to study loss functions in multiclass classification. In classification problems, the decision function is estimated by minimizing an empirical loss function, and then, the output label is predicted by using the estimated decision function. We propose a class of loss functions which is obtained by a deformation of the log-likelihood loss function. There are four main reasons why we focus on the deformed log-likelihood loss function: (1) this is a class of loss functions which has not been deeply investigated so far, (2) in terms of computation, a boosting algorithm with a pseudo-loss is available to minimize the proposed loss function, (3) the proposed loss functions provide a clear correspondence between the decision functions and conditional probabilities of output labels, (4) the proposed loss functions satisfy the statistical consistency of the classification error rate which is a desirable property in classification problems. Based on (3), we show that the deformed log-likelihood loss provides a model of mislabeling which is useful as a statistical model of medical diagnostics. We also propose a robust loss function against outliers in multiclass classification based on our approach. The robust loss function is a natural extension of the existing robust loss function for binary classification. A model of mislabeling and a robust loss function are useful to cope with noisy data. Some numerical studies are presented to show the robustness of the proposed loss function. A mathematical characterization of the deformed log-likelihood loss function is also presented. Copyright 2010 Elsevier Ltd. All rights reserved.

Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

KAUST Repository

Camilo, Daniela Castro

2017-10-02

In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

KAUST Repository

Camilo, Daniela Castro; Huser, Raphaë l

2017-01-01

In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

A composite likelihood approach for spatially correlated survival data

Science.gov (United States)

Paik, Jane; Ying, Zhiliang

2013-01-01

The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450

A composite likelihood approach for spatially correlated survival data.

Science.gov (United States)

Paik, Jane; Ying, Zhiliang

2013-01-01

The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory.

Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation

OpenAIRE

Rajiv D. Banker

1993-01-01

This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...

Two-component mixture cure rate model with spline estimated nonparametric components.

Science.gov (United States)

Wang, Lu; Du, Pang; Liang, Hua

2012-09-01

In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study. © 2011, The International Biometric Society.

Comparisons of likelihood and machine learning methods of individual classification

Science.gov (United States)

Guinand, B.; Topchy, A.; Page, K.S.; Burnham-Curtis, M. K.; Punch, W.F.; Scribner, K.T.

2002-01-01

Classification methods used in machine learning (e.g., artificial neural networks, decision trees, and k-nearest neighbor clustering) are rarely used with population genetic data. We compare different nonparametric machine learning techniques with parametric likelihood estimations commonly employed in population genetics for purposes of assigning individuals to their population of origin (“assignment tests”). Classifier accuracy was compared across simulated data sets representing different levels of population differentiation (low and high FST), number of loci surveyed (5 and 10), and allelic diversity (average of three or eight alleles per locus). Empirical data for the lake trout (Salvelinus namaycush) exhibiting levels of population differentiation comparable to those used in simulations were examined to further evaluate and compare classification methods. Classification error rates associated with artificial neural networks and likelihood estimators were lower for simulated data sets compared to k-nearest neighbor and decision tree classifiers over the entire range of parameters considered. Artificial neural networks only marginally outperformed the likelihood method for simulated data (0–2.8% lower error rates). The relative performance of each machine learning classifier improved relative likelihood estimators for empirical data sets, suggesting an ability to “learn” and utilize properties of empirical genotypic arrays intrinsic to each population. Likelihood-based estimation methods provide a more accessible option for reliable assignment of individuals to the population of origin due to the intricacies in development and evaluation of artificial neural networks. In recent years, characterization of highly polymorphic molecular markers such as mini- and microsatellites and development of novel methods of analysis have enabled researchers to extend investigations of ecological and evolutionary processes below the population level to the level of

Estimating Function Approaches for Spatial Point Processes

Science.gov (United States)

Deng, Chong

Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting

Speech perception in autism spectrum disorder: An activation likelihood estimation meta-analysis.

Science.gov (United States)

Tryfon, Ana; Foster, Nicholas E V; Sharda, Megha; Hyde, Krista L

2018-02-15

Autism spectrum disorder (ASD) is often characterized by atypical language profiles and auditory and speech processing. These can contribute to aberrant language and social communication skills in ASD. The study of the neural basis of speech perception in ASD can serve as a potential neurobiological marker of ASD early on, but mixed results across studies renders it difficult to find a reliable neural characterization of speech processing in ASD. To this aim, the present study examined the functional neural basis of speech perception in ASD versus typical development (TD) using an activation likelihood estimation (ALE) meta-analysis of 18 qualifying studies. The present study included separate analyses for TD and ASD, which allowed us to examine patterns of within-group brain activation as well as both common and distinct patterns of brain activation across the ASD and TD groups. Overall, ASD and TD showed mostly common brain activation of speech processing in bilateral superior temporal gyrus (STG) and left inferior frontal gyrus (IFG). However, the results revealed trends for some distinct activation in the TD group showing additional activation in higher-order brain areas including left superior frontal gyrus (SFG), left medial frontal gyrus (MFG), and right IFG. These results provide a more reliable neural characterization of speech processing in ASD relative to previous single neuroimaging studies and motivate future work to investigate how these brain signatures relate to behavioral measures of speech processing in ASD. Copyright © 2017 Elsevier B.V. All rights reserved.

Semi-parametric estimation for ARCH models

Directory of Open Access Journals (Sweden)

Raed Alzghool

2018-03-01

Full Text Available In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH model with Quasi likelihood (QL and Asymptotic Quasi-likelihood (AQL estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL, Asymptotic Quasi-likelihood (AQL, Martingale difference, Kernel estimator

Low-cost extrapolation method for maximal LTE radio base station exposure estimation: test and validation.

Science.gov (United States)

Verloock, Leen; Joseph, Wout; Gati, Azeddine; Varsier, Nadège; Flach, Björn; Wiart, Joe; Martens, Luc

2013-06-01

An experimental validation of a low-cost method for extrapolation and estimation of the maximal electromagnetic-field exposure from long-term evolution (LTE) radio base station installations are presented. No knowledge on downlink band occupation or service characteristics is required for the low-cost method. The method is applicable in situ. It only requires a basic spectrum analyser with appropriate field probes without the need of expensive dedicated LTE decoders. The method is validated both in laboratory and in situ, for a single-input single-output antenna LTE system and a 2×2 multiple-input multiple-output system, with low deviations in comparison with signals measured using dedicated LTE decoders.

Flexible and efficient estimating equations for variogram estimation

KAUST Repository

Sun, Ying; Chang, Xiaohui; Guan, Yongtao

2018-01-01

Variogram estimation plays a vastly important role in spatial modeling. Different methods for variogram estimation can be largely classified into least squares methods and likelihood based methods. A general framework to estimate the variogram through a set of estimating equations is proposed. This approach serves as an alternative approach to likelihood based methods and includes commonly used least squares approaches as its special cases. The proposed method is highly efficient as a low dimensional representation of the weight matrix is employed. The statistical efficiency of various estimators is explored and the lag effect is examined. An application to a hydrology dataset is also presented.

Flexible and efficient estimating equations for variogram estimation

KAUST Repository

Sun, Ying

2018-01-11

Variogram estimation plays a vastly important role in spatial modeling. Different methods for variogram estimation can be largely classified into least squares methods and likelihood based methods. A general framework to estimate the variogram through a set of estimating equations is proposed. This approach serves as an alternative approach to likelihood based methods and includes commonly used least squares approaches as its special cases. The proposed method is highly efficient as a low dimensional representation of the weight matrix is employed. The statistical efficiency of various estimators is explored and the lag effect is examined. An application to a hydrology dataset is also presented.

An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

Directory of Open Access Journals (Sweden)

Qihong Duan

2010-01-01

Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

Modeling gene expression measurement error: a quasi-likelihood approach

Directory of Open Access Journals (Sweden)

Strimmer Korbinian

2003-03-01

Full Text Available Abstract Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale. Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood. Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic variance structure of the data. As the quasi-likelihood behaves (almost like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also

Maximum likelihood reconstruction for pinhole SPECT with a displaced center-of-rotation

International Nuclear Information System (INIS)

Li, J.; Jaszczak, R.J.; Coleman, R.E.

1995-01-01

In this paper, the authors describe the implementation of a maximum likelihood (ML), algorithm using expectation maximization (EM) for pin-hole SPECT with a displaced center-of-rotation. A ray-tracing technique is used in implementing the ML-EM algorithm. The proposed ML-EM algorithm is able to correct the center of rotation displacement which can be characterized by two orthogonal components. The algorithm is tested using experimentally acquired data, and the results demonstrate that the pinhole ML-EM algorithm is able to correct artifacts associated with the center-of-rotation displacement

Evaluation of penalized likelihood estimation reconstruction on a digital time-of-flight PET/CT scanner for 18F-FDG whole-body examinations.

Science.gov (United States)

Lindström, Elin; Sundin, Anders; Trampal, Carlos; Lindsjö, Lars; Ilan, Ezgi; Danfors, Torsten; Antoni, Gunnar; Sörensen, Jens; Lubberink, Mark

2018-02-15

Resolution and quantitative accuracy of positron emission tomography (PET) are highly influenced by the reconstruction method. Penalized likelihood estimation algorithms allow for fully convergent iterative reconstruction, generating a higher image contrast while limiting noise compared to ordered subsets expectation maximization (OSEM). In this study, block-sequential regularized expectation maximization (BSREM) was compared to time-of-flight OSEM (TOF-OSEM). Various strengths of noise penalization factor β were tested along with scan durations and transaxial field of views (FOVs) with the aim to evaluate the performance and clinical use of BSREM for 18 F-FDG-PET-computed tomography (CT), both in quantitative terms and in a qualitative visual evaluation. Methods: Eleven clinical whole-body 18 F-FDG-PET/CT examinations acquired on a digital TOF PET/CT scanner were included. The data were reconstructed using BSREM with point spread function (PSF) recovery and β 133, 267, 400 and 533, and TOF-OSEM with PSF, for various acquisition times/bed position (bp) and FOVs. Noise, signal-to-noise ratio (SNR), signal-to-background ratio (SBR), and standardized uptake values (SUVs) were analysed. A blinded visual image quality evaluation, rating several aspects, performed by two nuclear medicine physicians complemented the analysis. Results: The lowest levels of noise were reached with the highest β resulting in the highest SNR, which in turn resulted in the lowest SBR. Noise equivalence to TOF-OSEM was found with β 400 but produced a significant increase of SUV max (11%), SNR (22%) and SBR (12%) compared to TOF-OSEM. BSREM with β 533 at decreased acquisition (2 min/bp) was comparable to TOF-OSEM at full acquisition duration (3 min/bp). Reconstructed FOV had an impact on BSREM outcome measures, SNR increased while SBR decreased when shifting FOV from 70 to 50 cm. The visual image quality evaluation resulted in similar scores for reconstructions although β 400 obtained the

Altered sensorimotor activation patterns in idiopathic dystonia-an activation likelihood estimation meta-analysis of functional brain imaging studies

DEFF Research Database (Denmark)

Løkkegaard, Annemette; Herz, Damian M; Haagensen, Brian Numelin

2016-01-01

Dystonia is characterized by sustained or intermittent muscle contractions causing abnormal, often repetitive, movements or postures. Functional neuroimaging studies have yielded abnormal task-related sensorimotor activation in dystonia, but the results appear to be rather variable across studies....... Further, study size was usually small including different types of dystonia. Here we performed an activation likelihood estimation (ALE) meta-analysis of functional neuroimaging studies in patients with primary dystonia to test for convergence of dystonia-related alterations in task-related activity...... postcentral gyrus, right superior temporal gyrus and dorsal midbrain. Apart from the midbrain cluster, all between-group differences in task-related activity were retrieved in a sub-analysis including only the 14 studies on patients with focal dystonia. For focal dystonia, an additional cluster of increased...

A coherent method for the detection and parameter estimation of continuous gravitational wave signals using a pulsar timing array

International Nuclear Information System (INIS)

Wang, Yan; Mohanty, Soumya D.; Jenet, Fredrick A.

2014-01-01

The use of a high precision pulsar timing array is a promising approach to detecting gravitational waves in the very low frequency regime (10 –6 -10 –9 Hz) that is complementary to ground-based efforts (e.g., LIGO, Virgo) at high frequencies (∼10-10 3 Hz) and space-based ones (e.g., LISA) at low frequencies (10 –4 -10 –1 Hz). One of the target sources for pulsar timing arrays is individual supermassive black hole binaries which are expected to form in galactic mergers. In this paper, a likelihood-based method for detection and parameter estimation is presented for a monochromatic continuous gravitational wave signal emitted by such a source. The so-called pulsar terms in the signal that arise due to the breakdown of the long-wavelength approximation are explicitly taken into account in this method. In addition, the method accounts for equality and inequality constraints involved in the semi-analytical maximization of the likelihood over a subset of the parameters. The remaining parameters are maximized over numerically using Particle Swarm Optimization. Thus, the method presented here solves the monochromatic continuous wave detection and parameter estimation problem without invoking some of the approximations that have been used in earlier studies.

A coherent method for the detection and parameter estimation of continuous gravitational wave signals using a pulsar timing array

Energy Technology Data Exchange (ETDEWEB)

Wang, Yan; Mohanty, Soumya D.; Jenet, Fredrick A. [Department of Physics and Astronomy, University of Texas at Brownsville, 1 West University Boulevard, Brownsville, TX 78520 (United States)

2014-11-01

The use of a high precision pulsar timing array is a promising approach to detecting gravitational waves in the very low frequency regime (10{sup –6}-10{sup –9} Hz) that is complementary to ground-based efforts (e.g., LIGO, Virgo) at high frequencies (∼10-10{sup 3} Hz) and space-based ones (e.g., LISA) at low frequencies (10{sup –4}-10{sup –1} Hz). One of the target sources for pulsar timing arrays is individual supermassive black hole binaries which are expected to form in galactic mergers. In this paper, a likelihood-based method for detection and parameter estimation is presented for a monochromatic continuous gravitational wave signal emitted by such a source. The so-called pulsar terms in the signal that arise due to the breakdown of the long-wavelength approximation are explicitly taken into account in this method. In addition, the method accounts for equality and inequality constraints involved in the semi-analytical maximization of the likelihood over a subset of the parameters. The remaining parameters are maximized over numerically using Particle Swarm Optimization. Thus, the method presented here solves the monochromatic continuous wave detection and parameter estimation problem without invoking some of the approximations that have been used in earlier studies.

The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function

CSIR Research Space (South Africa)

Kok, S

2012-07-01

Full Text Available continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill...

The relationship between the neural computations for speech and music perception is context-dependent: an activation likelihood estimate study

Science.gov (United States)

LaCroix, Arianna N.; Diaz, Alvaro F.; Rogalsky, Corianne

2015-01-01

The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music. PMID:26321976

The relationship between the neural computations for speech and music perception is context-dependent: an activation likelihood estimate study

Directory of Open Access Journals (Sweden)

Arianna eLaCroix

2015-08-01

Full Text Available The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel’s Shared Syntactic Integration Resource Hypothesis (SSIRH and Koelsch’s neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music versus speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music.

Bayesian interpretation of Generalized empirical likelihood by maximum entropy

OpenAIRE

Rochet , Paul

2011-01-01

We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted, extending the MEM procedure to parametric moment conditions. We show in particular that a large number of GEL estimators can be interpreted as a maximum entropy solution. Moreover, we provide a more general field of applications by proving the method to be rob...

A new approach to hierarchical data analysis: Targeted maximum likelihood estimation for the causal effect of a cluster-level exposure.

Science.gov (United States)

Balzer, Laura B; Zheng, Wenjing; van der Laan, Mark J; Petersen, Maya L

2018-01-01

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials are applied to learn about real-world implementation, sustainability, and population effects of interventions with proven individual-level efficacy. In these settings, individual-level outcomes are correlated due to shared cluster-level factors, including the exposure, as well as social or biological interactions between individuals. To flexibly and efficiently estimate the effect of a cluster-level exposure, we present two targeted maximum likelihood estimators (TMLEs). The first TMLE is developed under a non-parametric causal model, which allows for arbitrary interactions between individuals within a cluster. These interactions include direct transmission of the outcome (i.e. contagion) and influence of one individual's covariates on another's outcome (i.e. covariate interference). The second TMLE is developed under a causal sub-model assuming the cluster-level and individual-specific covariates are sufficient to control for confounding. Simulations compare the alternative estimators and illustrate the potential gains from pairing individual-level risk factors and outcomes during estimation, while avoiding unwarranted assumptions. Our results suggest that estimation under the sub-model can result in bias and misleading inference in an observational setting. Incorporating working assumptions during estimation is more robust than assuming they hold in the underlying causal model. We illustrate our approach with an application to HIV prevention and treatment.

Maximum-likelihood methods for array processing based on time-frequency distributions

Science.gov (United States)

Zhang, Yimin; Mu, Weifeng; Amin, Moeness G.

1999-11-01

This paper proposes a novel time-frequency maximum likelihood (t-f ML) method for direction-of-arrival (DOA) estimation for non- stationary signals, and compares this method with conventional maximum likelihood DOA estimation techniques. Time-frequency distributions localize the signal power in the time-frequency domain, and as such enhance the effective SNR, leading to improved DOA estimation. The localization of signals with different t-f signatures permits the division of the time-frequency domain into smaller regions, each contains fewer signals than those incident on the array. The reduction of the number of signals within different time-frequency regions not only reduces the required number of sensors, but also decreases the computational load in multi- dimensional optimizations. Compared to the recently proposed time- frequency MUSIC (t-f MUSIC), the proposed t-f ML method can be applied in coherent environments, without the need to perform any type of preprocessing that is subject to both array geometry and array aperture.

Evaluation of tomographic image quality of extended and conventional parallel hole collimators using maximum likelihood expectation maximization algorithm by Monte Carlo simulations.

Science.gov (United States)

Moslemi, Vahid; Ashoor, Mansour

2017-10-01

One of the major problems associated with parallel hole collimators (PCs) is the trade-off between their resolution and sensitivity. To solve this problem, a novel PC - namely, extended parallel hole collimator (EPC) - was proposed, in which particular trapezoidal denticles were increased upon septa on the side of the detector. In this study, an EPC was designed and its performance was compared with that of two PCs, PC35 and PC41, with a hole size of 1.5 mm and hole lengths of 35 and 41 mm, respectively. The Monte Carlo method was used to calculate the important parameters such as resolution, sensitivity, scattering, and penetration ratio. A Jaszczak phantom was also simulated to evaluate the resolution and contrast of tomographic images, which were produced by the EPC6, PC35, and PC41 using the Monte Carlo N-particle version 5 code, and tomographic images were reconstructed by using maximum likelihood expectation maximization algorithm. Sensitivity of the EPC6 was increased by 20.3% in comparison with that of the PC41 at the identical spatial resolution and full-width at tenth of maximum here. Moreover, the penetration and scattering ratio of the EPC6 was 1.2% less than that of the PC41. The simulated phantom images show that the EPC6 increases contrast-resolution and contrast-to-noise ratio compared with those of PC41 and PC35. When compared with PC41 and PC35, EPC6 improved trade-off between resolution and sensitivity, reduced penetrating and scattering ratios, and produced images with higher quality. EPC6 can be used to increase detectability of more details in nuclear medicine images.

Density estimation from local structure

CSIR Research Space (South Africa)

Van der Walt, Christiaan M

2009-11-01

Full Text Available Mixture Model (GMM) density function of the data and the log-likelihood scores are compared to the scores of a GMM trained with the expectation maximization (EM) algorithm on 5 real-world classification datasets (from the UCI collection). They show...

Likelihood updating of random process load and resistance parameters by monitoring

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2003-01-01

that maximum likelihood estimation is a rational alternative to an arbitrary weighting for least square fitting. The derived likelihood function gets singularities if the spectrum is prescribed with zero values at some frequencies. This is often the case for models of technically relevant processes......, even though it is of complicated mathematical form, allows an approximate Bayesian updating and control of the time development of the parameters. Some of these parameters can be structural parameters that by too much change reveal progressing damage or other malfunctioning. Thus current process......Spectral parameters for a stationary Gaussian process are most often estimated by Fourier transformation of a realization followed by some smoothing procedure. This smoothing is often a weighted least square fitting of some prespecified parametric form of the spectrum. In this paper it is shown...

Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions

Directory of Open Access Journals (Sweden)

Xuedong Chen

2014-01-01

Full Text Available This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN distribution, which is proposed within a general framework of flexible skew-symmetric (FSS distributions by combining with skew-t-normal (STN distribution. In comparison with the common skewed distributions such as skew normal (SN, and skew-t (ST as well as scale mixtures of skew normal (SMSN, the FSTN distribution can accommodate more flexibility and robustness in the presence of skewed, heavy-tailed, especially multimodal outcomes. However, for this distribution, a usual approach of maximum likelihood estimates based on EM algorithm becomes unavailable and an alternative way is to return to the original Newton-Raphson type method. In order to improve the estimation as well as the way for confidence estimation and hypothesis test for the parameters of interest, a modified Newton-Raphson iterative algorithm is presented in this paper, based on profile likelihood for nonlinear regression models with FSTN distribution, and, then, the confidence interval and hypothesis test are also developed. Furthermore, a real example and simulation are conducted to demonstrate the usefulness and the superiority of our approach.

The phylogenetic likelihood library.

Science.gov (United States)

Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A

2015-03-01

We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Low-cost extrapolation method for maximal lte radio base station exposure estimation: Test and validation

International Nuclear Information System (INIS)

Verloock, L.; Joseph, W.; Gati, A.; Varsier, N.; Flach, B.; Wiart, J.; Martens, L.

2013-01-01

An experimental validation of a low-cost method for extrapolation and estimation of the maximal electromagnetic-field exposure from long-term evolution (LTE) radio base station installations are presented. No knowledge on down-link band occupation or service characteristics is required for the low-cost method. The method is applicable in situ. It only requires a basic spectrum analyser with appropriate field probes without the need of expensive dedicated LTE decoders. The method is validated both in laboratory and in situ, for a single-input single-output antenna LTE system and a 2x2 multiple-input multiple-output system, with low deviations in comparison with signals measured using dedicated LTE decoders. (authors)

Tri-maximal vs. bi-maximal neutrino mixing

International Nuclear Information System (INIS)

Scott, W.G

2000-01-01

It is argued that data from atmospheric and solar neutrino experiments point strongly to tri-maximal or bi-maximal lepton mixing. While ('optimised') bi-maximal mixing gives an excellent a posteriori fit to the data, tri-maximal mixing is an a priori hypothesis, which is not excluded, taking account of terrestrial matter effects

A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

KAUST Repository

Lee, Seokho; Huang, Jianhua Z.

2013-01-01

We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a

A maximum-likelihood reconstruction algorithm for tomographic gamma-ray nondestructive assay

International Nuclear Information System (INIS)

Prettyman, T.H.; Estep, R.J.; Cole, R.A.; Sheppard, G.A.

1994-01-01

A new tomographic reconstruction algorithm for nondestructive assay with high resolution gamma-ray spectroscopy (HRGS) is presented. The reconstruction problem is formulated using a maximum-likelihood approach in which the statistical structure of both the gross and continuum measurements used to determine the full-energy response in HRGS is precisely modeled. An accelerated expectation-maximization algorithm is used to determine the optimal solution. The algorithm is applied to safeguards and environmental assays of large samples (for example, 55-gal. drums) in which high continuum levels caused by Compton scattering are routinely encountered. Details of the implementation of the algorithm and a comparative study of the algorithm's performance are presented

The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies

DEFF Research Database (Denmark)

Scheike, Thomas; Martinussen, T; Zhang, MJ

2011-01-01

leads to a missing data problem. We show how Aalen's additive risk model can be applied in this setting with the benefit that the time-varying haplomatch effect can be easily studied. This problem has not been considered before, and the standard approach where one would use the expected-maximization (EM......) algorithm cannot be applied for this model because the likelihood is hard to evaluate without additional assumptions. We suggest an approach based on multivariate estimating equations that are solved using a recursive structure. This approach leads to an estimator where the large sample properties can...... be developed using product-integration theory. Small sample properties are investigated using simulations in a setting that mimics the motivating haplomatch problem....

Simulation-based marginal likelihood for cluster strong lensing cosmology

Science.gov (United States)

Killedar, M.; Borgani, S.; Fabjan, D.; Dolag, K.; Granato, G.; Meneghetti, M.; Planelles, S.; Ragone-Figueroa, C.

2018-01-01

Comparisons between observed and predicted strong lensing properties of galaxy clusters have been routinely used to claim either tension or consistency with Λ cold dark matter cosmology. However, standard approaches to such cosmological tests are unable to quantify the preference for one cosmology over another. We advocate approximating the relevant Bayes factor using a marginal likelihood that is based on the following summary statistic: the posterior probability distribution function for the parameters of the scaling relation between Einstein radii and cluster mass, α and β. We demonstrate, for the first time, a method of estimating the marginal likelihood using the X-ray selected z > 0.5 Massive Cluster Survey clusters as a case in point and employing both N-body and hydrodynamic simulations of clusters. We investigate the uncertainty in this estimate and consequential ability to compare competing cosmologies, which arises from incomplete descriptions of baryonic processes, discrepancies in cluster selection criteria, redshift distribution and dynamical state. The relation between triaxial cluster masses at various overdensities provides a promising alternative to the strong lensing test.

Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

Directory of Open Access Journals (Sweden)

Yunquan Song

2013-01-01

Full Text Available In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.

Hypnosis and pain perception: An Activation Likelihood Estimation (ALE) meta-analysis of functional neuroimaging studies.

Science.gov (United States)

Del Casale, Antonio; Ferracuti, Stefano; Rapinesi, Chiara; De Rossi, Pietro; Angeletti, Gloria; Sani, Gabriele; Kotzalidis, Georgios D; Girardi, Paolo

2015-12-01

Several studies reported that hypnosis can modulate pain perception and tolerance by affecting cortical and subcortical activity in brain regions involved in these processes. We conducted an Activation Likelihood Estimation (ALE) meta-analysis on functional neuroimaging studies of pain perception under hypnosis to identify brain activation-deactivation patterns occurring during hypnotic suggestions aiming at pain reduction, including hypnotic analgesic, pleasant, or depersonalization suggestions (HASs). We searched the PubMed, Embase and PsycInfo databases; we included papers published in peer-reviewed journals dealing with functional neuroimaging and hypnosis-modulated pain perception. The ALE meta-analysis encompassed data from 75 healthy volunteers reported in 8 functional neuroimaging studies. HASs during experimentally-induced pain compared to control conditions correlated with significant activations of the right anterior cingulate cortex (Brodmann's Area [BA] 32), left superior frontal gyrus (BA 6), and right insula, and deactivation of right midline nuclei of the thalamus. HASs during experimental pain impact both cortical and subcortical brain activity. The anterior cingulate, left superior frontal, and right insular cortices activation increases could induce a thalamic deactivation (top-down inhibition), which may correlate with reductions in pain intensity. Copyright © 2016 Elsevier Ltd. All rights reserved.

Atmospheric dispersion prediction and source estimation of hazardous gas using artificial neural network, particle swarm optimization and expectation maximization

Science.gov (United States)

Qiu, Sihang; Chen, Bin; Wang, Rongxiao; Zhu, Zhengqiu; Wang, Yuan; Qiu, Xiaogang

2018-04-01

Hazardous gas leak accident has posed a potential threat to human beings. Predicting atmospheric dispersion and estimating its source become increasingly important in emergency management. Current dispersion prediction and source estimation models cannot satisfy the requirement of emergency management because they are not equipped with high efficiency and accuracy at the same time. In this paper, we develop a fast and accurate dispersion prediction and source estimation method based on artificial neural network (ANN), particle swarm optimization (PSO) and expectation maximization (EM). The novel method uses a large amount of pre-determined scenarios to train the ANN for dispersion prediction, so that the ANN can predict concentration distribution accurately and efficiently. PSO and EM are applied for estimating the source parameters, which can effectively accelerate the process of convergence. The method is verified by the Indianapolis field study with a SF6 release source. The results demonstrate the effectiveness of the method.

Approximate likelihood approaches for detecting the influence of primordial gravitational waves in cosmic microwave background polarization

Science.gov (United States)

Pan, Zhen; Anderes, Ethan; Knox, Lloyd

2018-05-01

One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.

Logic of likelihood

International Nuclear Information System (INIS)

Wall, M.J.W.

1992-01-01

The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs

Quantifying the Establishment Likelihood of Invasive Alien Species Introductions Through Ports with Application to Honeybees in Australia.

Science.gov (United States)

Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C

2016-05-01

The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.

Lactate minimum in a ramp protocol and its validity to estimate the maximal lactate steady state

Directory of Open Access Journals (Sweden)

Emerson Pardono

2009-01-01

Full Text Available http://dx.doi.org/10.5007/1980-0037.2009v11n2p174   The objectives of this study were to evaluate the validity of the lactate minimum (LM using a ramp protocol for the determination of LM intensity (LMI, and to estimate the exercise intensity corresponding to maximal blood lactate steady state (MLSS. In addition, the possibility of determining aerobic and anaerobic fitness was investigated. Fourteen male cyclists of regional level performed one LM protocol on a cycle ergometer (Excalibur–Lode consisting of an incremental test at an initial workload of 75 Watts, with increments of 1 Watt every 6 seconds. Hyperlactatemia was induced by a 30-second Wingate anaerobic test (WAT (Monark–834E at a workload corresponding to 8.57% of the volunteer’s body weight. Peak power (11.5±2 Watts/kg, mean power output (9.8±1.7 Watts/kg, fatigue index (33.7±2.3% and lactate 7 min after WAT (10.5±2.3 mmol/L were determined. The incremental test identified LMI (207.8±17.7 Watts and its respective blood lactate concentration (2.9±0.7 mmol/L, heart rate (153.6±10.6 bpm, and also maximal aerobic power (305.2±31.0 Watts. MLSS intensity was identified by 2 to 4 constant exercise tests (207.8±17.7 Watts, with no difference compared to LMI and good agreement between the two parameters. The LM test using a ramp protocol seems to be a valid method for the identification of LMI and estimation of MLSS intensity in regional cyclists. In addition, both anaerobic and aerobic fitness parameters were identified during a single session.

Violating Bell inequalities maximally for two d-dimensional systems

International Nuclear Information System (INIS)

Chen Jingling; Wu Chunfeng; Oh, C. H.; Kwek, L. C.; Ge Molin

2006-01-01

We show the maximal violation of Bell inequalities for two d-dimensional systems by using the method of the Bell operator. The maximal violation corresponds to the maximal eigenvalue of the Bell operator matrix. The eigenvectors corresponding to these eigenvalues are described by asymmetric entangled states. We estimate the maximum value of the eigenvalue for large dimension. A family of elegant entangled states |Ψ> app that violate Bell inequality more strongly than the maximally entangled state but are somewhat close to these eigenvectors is presented. These approximate states can potentially be useful for quantum cryptography as well as many other important fields of quantum information

Bayesian and maximum likelihood estimation of genetic maps

DEFF Research Database (Denmark)

York, Thomas L.; Durrett, Richard T.; Tanksley, Steven

2005-01-01

There has recently been increased interest in the use of Markov Chain Monte Carlo (MCMC)-based Bayesian methods for estimating genetic maps. The advantage of these methods is that they can deal accurately with missing data and genotyping errors. Here we present an extension of the previous methods...... of genotyping errors. A similar advantage of the Bayesian method was not observed for missing data. We also re-analyse a recently published set of data from the eggplant and show that the use of the MCMC-based method leads to smaller estimates of genetic distances....

Task-based detectability in CT image reconstruction by filtered backprojection and penalized likelihood estimation

Energy Technology Data Exchange (ETDEWEB)

Gang, Grace J. [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (Canada); Stayman, J. Webster; Zbijewski, Wojciech [Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (United States); Siewerdsen, Jeffrey H., E-mail: jeff.siewerdsen@jhu.edu [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore, Maryland 21205 (United States)

2014-08-15

Purpose: Nonstationarity is an important aspect of imaging performance in CT and cone-beam CT (CBCT), especially for systems employing iterative reconstruction. This work presents a theoretical framework for both filtered-backprojection (FBP) and penalized-likelihood (PL) reconstruction that includes explicit descriptions of nonstationary noise, spatial resolution, and task-based detectability index. Potential utility of the model was demonstrated in the optimal selection of regularization parameters in PL reconstruction. Methods: Analytical models for local modulation transfer function (MTF) and noise-power spectrum (NPS) were investigated for both FBP and PL reconstruction, including explicit dependence on the object and spatial location. For FBP, a cascaded systems analysis framework was adapted to account for nonstationarity by separately calculating fluence and system gains for each ray passing through any given voxel. For PL, the point-spread function and covariance were derived using the implicit function theorem and first-order Taylor expansion according toFessler [“Mean and variance of implicitly defined biased estimators (such as penalized maximum likelihood): Applications to tomography,” IEEE Trans. Image Process. 5(3), 493–506 (1996)]. Detectability index was calculated for a variety of simple tasks. The model for PL was used in selecting the regularization strength parameter to optimize task-based performance, with both a constant and a spatially varying regularization map. Results: Theoretical models of FBP and PL were validated in 2D simulated fan-beam data and found to yield accurate predictions of local MTF and NPS as a function of the object and the spatial location. The NPS for both FBP and PL exhibit similar anisotropic nature depending on the pathlength (and therefore, the object and spatial location within the object) traversed by each ray, with the PL NPS experiencing greater smoothing along directions with higher noise. The MTF of FBP

Reserves' potential of sedimentary basin: modeling and estimation; Potentiel de reserves d'un bassin petrolier: modelisation et estimation

Energy Technology Data Exchange (ETDEWEB)

Lepez, V

2002-12-01

The aim of this thesis is to build a statistical model of oil and gas fields' sizes distribution in a given sedimentary basin, for both the fields that exist in:the subsoil and those which have already been discovered. The estimation of all the parameters of the model via estimation of the density of the observations by model selection of piecewise polynomials by penalized maximum likelihood techniques enables to provide estimates of the total number of fields which are yet to be discovered, by class of size. We assume that the set of underground fields' sizes is an i.i.d. sample of unknown population with Levy-Pareto law with unknown parameter. The set of already discovered fields is a sub-sample without replacement from the previous which is 'size-biased'. The associated inclusion probabilities are to be estimated. We prove that the probability density of the observations is the product of the underlying density and of an unknown weighting function representing the sampling bias. An arbitrary partition of the sizes' interval being set (called a model), the analytical solutions of likelihood maximization enables to estimate both the parameter of the underlying Levy-Pareto law and the weighting function, which is assumed to be piecewise constant and based upon the partition. We shall add a monotonousness constraint over the latter, taking into account the fact that the bigger a field, the higher its probability of being discovered. Horvitz-Thompson-like estimators finally give the conclusion. We then allow our partitions to vary inside several classes of models and prove a model selection theorem which aims at selecting the best partition within a class, in terms of both Kuilback and Hellinger risk of the associated estimator. We conclude by simulations and various applications to real data from sedimentary basins of four continents, in order to illustrate theoretical as well as practical aspects of our model. (author)

Estimating cellular parameters through optimization procedures: elementary principles and applications

Directory of Open Access Journals (Sweden)

Akatsuki eKimura

2015-03-01

Full Text Available Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE in a prediction or to maximize likelihood. A (local maximum of likelihood or (local minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

Analytic confidence level calculations using the likelihood ratio and fourier transform

International Nuclear Information System (INIS)

Hu Hongbo; Nielsen, J.

2000-01-01

The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ('null') hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results

Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

Science.gov (United States)

Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L

2016-08-01

This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.

Combining Ratio Estimation for Low Density Parity Check (LDPC) Coding

Science.gov (United States)

Mahmoud, Saad; Hi, Jianjun

2012-01-01

The Low Density Parity Check (LDPC) Code decoding algorithm make use of a scaled receive signal derived from maximizing the log-likelihood ratio of the received signal. The scaling factor (often called the combining ratio) in an AWGN channel is a ratio between signal amplitude and noise variance. Accurately estimating this ratio has shown as much as 0.6 dB decoding performance gain. This presentation briefly describes three methods for estimating the combining ratio: a Pilot-Guided estimation method, a Blind estimation method, and a Simulation-Based Look-Up table. The Pilot Guided Estimation method has shown that the maximum likelihood estimates of signal amplitude is the mean inner product of the received sequence and the known sequence, the attached synchronization marker (ASM) , and signal variance is the difference of the mean of the squared received sequence and the square of the signal amplitude. This method has the advantage of simplicity at the expense of latency since several frames worth of ASMs. The Blind estimation method s maximum likelihood estimator is the average of the product of the received signal with the hyperbolic tangent of the product combining ratio and the received signal. The root of this equation can be determined by an iterative binary search between 0 and 1 after normalizing the received sequence. This method has the benefit of requiring one frame of data to estimate the combining ratio which is good for faster changing channels compared to the previous method, however it is computationally expensive. The final method uses a look-up table based on prior simulated results to determine signal amplitude and noise variance. In this method the received mean signal strength is controlled to a constant soft decision value. The magnitude of the deviation is averaged over a predetermined number of samples. This value is referenced in a look up table to determine the combining ratio that prior simulation associated with the average magnitude of

Robust estimation and hypothesis testing

CERN Document Server

Tiku, Moti L

2004-01-01

In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomali...

Physical constraints on the likelihood of life on exoplanets

Science.gov (United States)

Lingam, Manasvi; Loeb, Abraham

2018-04-01

One of the most fundamental questions in exoplanetology is to determine whether a given planet is habitable. We estimate the relative likelihood of a planet's propensity towards habitability by considering key physical characteristics such as the role of temperature on ecological and evolutionary processes, and atmospheric losses via hydrodynamic escape and stellar wind erosion. From our analysis, we demonstrate that Earth-sized exoplanets in the habitable zone around M-dwarfs seemingly display much lower prospects of being habitable relative to Earth, owing to the higher incident ultraviolet fluxes and closer distances to the host star. We illustrate our results by specifically computing the likelihood (of supporting life) for the recently discovered exoplanets, Proxima b and TRAPPIST-1e, which we find to be several orders of magnitude smaller than that of Earth.

A Game Theoretical Approach to Hacktivism: Is Attack Likelihood a Product of Risks and Payoffs?

Science.gov (United States)

Bodford, Jessica E; Kwan, Virginia S Y

2018-02-01

The current study examines hacktivism (i.e., hacking to convey a moral, ethical, or social justice message) through a general game theoretic framework-that is, as a product of costs and benefits. Given the inherent risk of carrying out a hacktivist attack (e.g., legal action, imprisonment), it would be rational for the user to weigh these risks against perceived benefits of carrying out the attack. As such, we examined computer science students' estimations of risks, payoffs, and attack likelihood through a game theoretic design. Furthermore, this study aims at constructing a descriptive profile of potential hacktivists, exploring two predicted covariates of attack decision making, namely, peer prevalence of hacking and sex differences. Contrary to expectations, results suggest that participants' estimations of attack likelihood stemmed solely from expected payoffs, rather than subjective risks. Peer prevalence significantly predicted increased payoffs and attack likelihood, suggesting an underlying descriptive norm in social networks. Notably, we observed no sex differences in the decision to attack, nor in the factors predicting attack likelihood. Implications for policymakers and the understanding and prevention of hacktivism are discussed, as are the possible ramifications of widely communicated payoffs over potential risks in hacking communities.

Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

Energy Technology Data Exchange (ETDEWEB)

Raghunathan, Srinivasan; Patil, Sanjaykumar; Bianchini, Federico; Reichardt, Christian L. [School of Physics, University of Melbourne, 313 David Caro building, Swanston St and Tin Alley, Parkville VIC 3010 (Australia); Baxter, Eric J. [Department of Physics and Astronomy, University of Pennsylvania, 209 S. 33rd Street, Philadelphia, PA 19104 (United States); Bleem, Lindsey E. [Argonne National Laboratory, High-Energy Physics Division, 9700 S. Cass Avenue, Argonne, IL 60439 (United States); Crawford, Thomas M. [Kavli Institute for Cosmological Physics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States); Holder, Gilbert P. [Department of Astronomy and Department of Physics, University of Illinois, 1002 West Green St., Urbana, IL 61801 (United States); Manzotti, Alessandro, E-mail: srinivasan.raghunathan@unimelb.edu.au, E-mail: s.patil2@student.unimelb.edu.au, E-mail: ebax@sas.upenn.edu, E-mail: federico.bianchini@unimelb.edu.au, E-mail: bleeml@uchicago.edu, E-mail: tcrawfor@kicp.uchicago.edu, E-mail: gholder@illinois.edu, E-mail: manzotti@uchicago.edu, E-mail: christian.reichardt@unimelb.edu.au [Department of Astronomy and Astrophysics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States)

2017-08-01

We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, we examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.

Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

Energy Technology Data Exchange (ETDEWEB)

Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)

2009-05-15

An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

International Nuclear Information System (INIS)

Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin

2009-01-01

An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

Extended likelihood inference in reliability

International Nuclear Information System (INIS)

Martz, H.F. Jr.; Beckman, R.J.; Waller, R.A.

1978-10-01

Extended likelihood methods of inference are developed in which subjective information in the form of a prior distribution is combined with sampling results by means of an extended likelihood function. The extended likelihood function is standardized for use in obtaining extended likelihood intervals. Extended likelihood intervals are derived for the mean of a normal distribution with known variance, the failure-rate of an exponential distribution, and the parameter of a binomial distribution. Extended second-order likelihood methods are developed and used to solve several prediction problems associated with the exponential and binomial distributions. In particular, such quantities as the next failure-time, the number of failures in a given time period, and the time required to observe a given number of failures are predicted for the exponential model with a gamma prior distribution on the failure-rate. In addition, six types of life testing experiments are considered. For the binomial model with a beta prior distribution on the probability of nonsurvival, methods are obtained for predicting the number of nonsurvivors in a given sample size and for predicting the required sample size for observing a specified number of nonsurvivors. Examples illustrate each of the methods developed. Finally, comparisons are made with Bayesian intervals in those cases where these are known to exist

Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

Science.gov (United States)

Yang, Li; Wang, Guobao; Qi, Jinyi

2016-04-01

Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

ldr: An R Software Package for Likelihood-Based Su?cient Dimension Reduction

Directory of Open Access Journals (Sweden)

Kofi Placid Adragni

2014-11-01

Full Text Available In regression settings, a su?cient dimension reduction (SDR method seeks the core information in a p-vector predictor that completely captures its relationship with a response. The reduced predictor may reside in a lower dimension d < p, improving ability to visualize data and predict future observations, and mitigating dimensionality issues when carrying out further analysis. We introduce ldr, a new R software package that implements three recently proposed likelihood-based methods for SDR: covariance reduction, likelihood acquired directions, and principal fitted components. All three methods reduce the dimensionality of the data by pro jection into lower dimensional subspaces. The package also implements a variable screening method built upon principal ?tted components which makes use of ?exible basis functions to capture the dependencies between the predictors and the response. Examples are given to demonstrate likelihood-based SDR analyses using ldr, including estimation of the dimension of reduction subspaces and selection of basis functions. The ldr package provides a framework that we hope to grow into a comprehensive library of likelihood-based SDR methodologies.

Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

Energy Technology Data Exchange (ETDEWEB)

Bouland, Adam; Easther, Richard; Rosenfeld, Katherine, E-mail: adam.bouland@aya.yale.edu, E-mail: richard.easther@yale.edu, E-mail: krosenfeld@cfa.harvard.edu [Department of Physics, Yale University, New Haven CT 06520 (United States)

2011-05-01

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user.

Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

International Nuclear Information System (INIS)

Bouland, Adam; Easther, Richard; Rosenfeld, Katherine

2011-01-01

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user

Effects of stimulus type and strategy on mental rotation network:an Activation Likelihood Estimation meta-analysis

Directory of Open Access Journals (Sweden)

Barbara eTomasino

2016-01-01

Full Text Available We could predict how an object would look like if we were to see it from different viewpoints. The brain network governing mental rotation (MR has been studied using a variety of stimuli and tasks instructions. By using activation likelihood estimation (ALE meta-analysis we tested whether different MR networks can be modulated by the type of stimulus (body vs. non body parts or by the type of tasks instructions (motor imagery-based vs. non-motor imagery-based MR instructions. Testing for the bodily and non-bodily stimulus axis revealed a bilateral sensorimotor activation for bodily-related as compared to non bodily-related stimuli and a posterior right lateralized activation for non bodily-related as compared to bodily-related stimuli. A top-down modulation of the network was exerted by the MR tasks instructions frame with a bilateral (preferentially sensorimotor left network for motor imagery- vs. non-motor imagery-based MR instructions and the latter activating a preferentially posterior right occipito-temporal-parietal network. The present quantitative meta-analysis summarizes and amends previous descriptions of the brain network related to MR and shows how it is modulated by top-down and bottom-up experimental factors.

Debris Likelihood, based on GhostNet, NASA Aqua MODIS, and GOES Imager, EXPERIMENTAL

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Debris Likelihood Index (Estimated) is calculated from GhostNet, NASA Aqua MODIS Chl a and NOAA GOES Imager SST data. THIS IS AN EXPERIMENTAL PRODUCT: intended...

Exclusion probabilities and likelihood ratios with applications to mixtures.

Science.gov (United States)

Slooten, Klaas-Jan; Egeland, Thore

2016-01-01

The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.

Multiple-hit parameter estimation in monolithic detectors.

Science.gov (United States)

Hunter, William C J; Barrett, Harrison H; Lewellen, Tom K; Miyaoka, Robert S

2013-02-01

We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%-12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied.

Reserves' potential of sedimentary basin: modeling and estimation; Potentiel de reserves d'un bassin petrolier: modelisation et estimation

Energy Technology Data Exchange (ETDEWEB)

Lepez, V.

2002-12-01

The aim of this thesis is to build a statistical model of oil and gas fields' sizes distribution in a given sedimentary basin, for both the fields that exist in:the subsoil and those which have already been discovered. The estimation of all the parameters of the model via estimation of the density of the observations by model selection of piecewise polynomials by penalized maximum likelihood techniques enables to provide estimates of the total number of fields which are yet to be discovered, by class of size. We assume that the set of underground fields' sizes is an i.i.d. sample of unknown population with Levy-Pareto law with unknown parameter. The set of already discovered fields is a sub-sample without replacement from the previous which is 'size-biased'. The associated inclusion probabilities are to be estimated. We prove that the probability density of the observations is the product of the underlying density and of an unknown weighting function representing the sampling bias. An arbitrary partition of the sizes' interval being set (called a model), the analytical solutions of likelihood maximization enables to estimate both the parameter of the underlying Levy-Pareto law and the weighting function, which is assumed to be piecewise constant and based upon the partition. We shall add a monotonousness constraint over the latter, taking into account the fact that the bigger a field, the higher its probability of being discovered. Horvitz-Thompson-like estimators finally give the conclusion. We then allow our partitions to vary inside several classes of models and prove a model selection theorem which aims at selecting the best partition within a class, in terms of both Kuilback and Hellinger risk of the associated estimator. We conclude by simulations and various applications to real data from sedimentary basins of four continents, in order to illustrate theoretical as well as practical aspects of our model. (author)

Semi-Parametric Maximum Likelihood Method for Interaction in Case-Mother Control-Mother Designs: Package SPmlficmcm

Directory of Open Access Journals (Sweden)

Moliere Nguile-Makao

2015-12-01

Full Text Available The analysis of interaction effects involving genetic variants and environmental exposures on the risk of adverse obstetric and early-life outcomes is generally performed using standard logistic regression in the case-mother and control-mother design. However such an analysis is inefficient because it does not take into account the natural family-based constraints present in the parent-child relationship. Recently, a new approach based on semi-parametric maximum likelihood estimation was proposed. The advantage of this approach is that it takes into account the parental relationship between the mother and her child in estimation. But a package implementing this method has not been widely available. In this paper, we present SPmlficmcm, an R package implementing this new method and we propose an extension of the method to handle missing offspring genotype data by maximum likelihood estimation. Our choice to treat missing data of the offspring genotype was motivated by the fact that in genetic association studies where the genetic data of mother and child are available, there are usually more missing data on the genotype of the offspring than that of the mother. The package builds a non-linear system from the data and solves and computes the estimates from the gradient and the Hessian matrix of the log profile semi-parametric likelihood function. Finally, we analyze a simulated dataset to show the usefulness of the package.

Robust Biometric Score Fusion by Naive Likelihood Ratio via Receiver Operating Characteristics

NARCIS (Netherlands)

Tao, Q.; Veldhuis, Raymond N.J.

This paper presents a novel method of fusing multiple biometrics on the matching score level. We estimate the likelihood ratios of the fused biometric scores, via individual receiver operating characteristics (ROC) which construct the Naive Bayes classifier. Using a limited number of operation

Bayesian estimates of linkage disequilibrium

Directory of Open Access Journals (Sweden)

Abad-Grau María M

2007-06-01

Full Text Available Abstract Background The maximum likelihood estimator of D' – a standard measure of linkage disequilibrium – is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes. Results This paper proposes a Bayesian estimation of D' to address this problem. The reduction of the bias is achieved by using a prior distribution on the pair-wise associations between single nucleotide polymorphisms (SNPs that increases the likelihood of equilibrium with increasing physical distances between pairs of SNPs. We show how to compute the Bayesian estimate using a stochastic estimation based on MCMC methods, and also propose a numerical approximation to the Bayesian estimates that can be used to estimate patterns of LD in large datasets of SNPs. Conclusion Our Bayesian estimator of D' corrects the bias toward disequilibrium that affects the maximum likelihood estimator. A consequence of this feature is a more objective view about the extent of linkage disequilibrium in the human genome, and a more realistic number of tagging SNPs to fully exploit the power of genome wide association studies.

Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture from Small Angle X-Ray Scattering Intensity Measurements

Science.gov (United States)

Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee

2015-01-01

In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916

Phenomenology of maximal and near-maximal lepton mixing

International Nuclear Information System (INIS)

Gonzalez-Garcia, M. C.; Pena-Garay, Carlos; Nir, Yosef; Smirnov, Alexei Yu.

2001-01-01

The possible existence of maximal or near-maximal lepton mixing constitutes an intriguing challenge for fundamental theories of flavor. We study the phenomenological consequences of maximal and near-maximal mixing of the electron neutrino with other (x=tau and/or muon) neutrinos. We describe the deviations from maximal mixing in terms of a parameter ε(equivalent to)1-2sin 2 θ ex and quantify the present experimental status for |ε| e mixing comes from solar neutrino experiments. We find that the global analysis of solar neutrino data allows maximal mixing with confidence level better than 99% for 10 -8 eV 2 ∼ 2 ∼ -7 eV 2 . In the mass ranges Δm 2 ∼>1.5x10 -5 eV 2 and 4x10 -10 eV 2 ∼ 2 ∼ -7 eV 2 the full interval |ε| e mixing in atmospheric neutrinos, supernova neutrinos, and neutrinoless double beta decay

A Maximum-Likelihood Method to Correct for Allelic Dropout in Microsatellite Data with No Replicate Genotypes

Science.gov (United States)

Wang, Chaolong; Schroeder, Kari B.; Rosenberg, Noah A.

2012-01-01

Allelic dropout is a commonly observed source of missing data in microsatellite genotypes, in which one or both allelic copies at a locus fail to be amplified by the polymerase chain reaction. Especially for samples with poor DNA quality, this problem causes a downward bias in estimates of observed heterozygosity and an upward bias in estimates of inbreeding, owing to mistaken classifications of heterozygotes as homozygotes when one of the two copies drops out. One general approach for avoiding allelic dropout involves repeated genotyping of homozygous loci to minimize the effects of experimental error. Existing computational alternatives often require replicate genotyping as well. These approaches, however, are costly and are suitable only when enough DNA is available for repeated genotyping. In this study, we propose a maximum-likelihood approach together with an expectation-maximization algorithm to jointly estimate allelic dropout rates and allele frequencies when only one set of nonreplicated genotypes is available. Our method considers estimates of allelic dropout caused by both sample-specific factors and locus-specific factors, and it allows for deviation from Hardy–Weinberg equilibrium owing to inbreeding. Using the estimated parameters, we correct the bias in the estimation of observed heterozygosity through the use of multiple imputations of alleles in cases where dropout might have occurred. With simulated data, we show that our method can (1) effectively reproduce patterns of missing data and heterozygosity observed in real data; (2) correctly estimate model parameters, including sample-specific dropout rates, locus-specific dropout rates, and the inbreeding coefficient; and (3) successfully correct the downward bias in estimating the observed heterozygosity. We find that our method is fairly robust to violations of model assumptions caused by population structure and by genotyping errors from sources other than allelic dropout. Because the data sets

Insecticide resistance, control failure likelihood and the First Law of Geography.

Science.gov (United States)

Guedes, Raul Narciso C

2017-03-01

Insecticide resistance is a broadly recognized ecological backlash resulting from insecticide use and is widely reported among arthropod pest species with well-recognized underlying mechanisms and consequences. Nonetheless, insecticide resistance is the subject of evolving conceptual views that introduces a different concept useful if recognized in its own right - the risk or likelihood of control failure. Here we suggest an experimental approach to assess the likelihood of control failure of an insecticide allowing for consistent decision-making regarding management of insecticide resistance. We also challenge the current emphasis on limited spatial sampling of arthropod populations for resistance diagnosis in favor of comprehensive spatial sampling. This necessarily requires larger population sampling - aiming to use spatial analysis in area-wide surveys - to recognize focal points of insecticide resistance and/or control failure that will better direct management efforts. The continuous geographical scale of such surveys will depend on the arthropod pest species, the pattern of insecticide use and many other potential factors. Regardless, distance dependence among sampling sites should still hold, following the maxim that the closer two things are, the more they resemble each other, which is the basis of Tobler's First Law of Geography. © 2016 Society of Chemical Industry. © 2016 Society of Chemical Industry.

How efficient is estimation with missing data?

DEFF Research Database (Denmark)

Karadogan, Seliz; Marchegiani, Letizia; Hansen, Lars Kai

2011-01-01

percentages (MDP) using a missing completely at random (MCAR) scheme. We compare three MDTs: pairwise deletion (PW), mean imputation (MI) and a maximum likelihood method that we call complete expectation maximization (CEM). We use a synthetic dataset, the Iris dataset and the Pima Indians Diabetes dataset. We...

Cost-Sensitive Estimation of ARMA Models for Financial Asset Return Data

Directory of Open Access Journals (Sweden)

Minyoung Kim

2015-01-01

Full Text Available The autoregressive moving average (ARMA model is a simple but powerful model in financial engineering to represent time-series with long-range statistical dependency. However, the traditional maximum likelihood (ML estimator aims to minimize a loss function that is inherently symmetric due to Gaussianity. The consequence is that when the data of interest are asset returns, and the main goal is to maximize profit by accurate forecasting, the ML objective may be less appropriate potentially leading to a suboptimal solution. Rather, it is more reasonable to adopt an asymmetric loss where the model's prediction, as long as it is in the same direction as the true return, is penalized less than the prediction in the opposite direction. We propose a quite sensible asymmetric cost-sensitive loss function and incorporate it into the ARMA model estimation. On the online portfolio selection problem with real stock return data, we demonstrate that the investment strategy based on predictions by the proposed estimator can be significantly more profitable than the traditional ML estimator.

Maximum likelihood as a common computational framework in tomotherapy

International Nuclear Information System (INIS)

Olivera, G.H.; Shepard, D.M.; Reckwerdt, P.J.; Ruchala, K.; Zachman, J.; Fitchard, E.E.; Mackie, T.R.

1998-01-01

Tomotherapy is a dose delivery technique using helical or axial intensity modulated beams. One of the strengths of the tomotherapy concept is that it can incorporate a number of processes into a single piece of equipment. These processes include treatment optimization planning, dose reconstruction and kilovoltage/megavoltage image reconstruction. A common computational technique that could be used for all of these processes would be very appealing. The maximum likelihood estimator, originally developed for emission tomography, can serve as a useful tool in imaging and radiotherapy. We believe that this approach can play an important role in the processes of optimization planning, dose reconstruction and kilovoltage and/or megavoltage image reconstruction. These processes involve computations that require comparable physical methods. They are also based on equivalent assumptions, and they have similar mathematical solutions. As a result, the maximum likelihood approach is able to provide a common framework for all three of these computational problems. We will demonstrate how maximum likelihood methods can be applied to optimization planning, dose reconstruction and megavoltage image reconstruction in tomotherapy. Results for planning optimization, dose reconstruction and megavoltage image reconstruction will be presented. Strengths and weaknesses of the methodology are analysed. Future directions for this work are also suggested. (author)

Transfer Entropy as a Log-Likelihood Ratio

Science.gov (United States)

Barnett, Lionel; Bossomaier, Terry

2012-09-01

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

OpenAIRE

Rahnamaei, Z.; Nematollahi, N.; Farnoosh, R.

2012-01-01

We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.

A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

Science.gov (United States)

Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini

2012-01-01

The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…

A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix

DEFF Research Database (Denmark)

Cherchi, Elisabetta; Guevara, Cristian Angelo

2012-01-01

of parameters increases is usually known as the “curse of dimensionality” in the simulation methods. We investigate this problem in the case of the random coefficients Logit model. We compare the traditional Maximum Simulated Likelihood (MSL) method with two alternative estimation methods: the Expectation......–Maximization (EM) and the Laplace Approximation (HH) methods that do not require simulation. We use Monte Carlo experimentation to investigate systematically the performance of the methods under different circumstances, including different numbers of variables, sample sizes and structures of the variance...

Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

Directory of Open Access Journals (Sweden)

G. R. Pasha

2006-07-01

Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.

Event-related fMRI studies of false memory: An Activation Likelihood Estimation meta-analysis.

Science.gov (United States)

Kurkela, Kyle A; Dennis, Nancy A

2016-01-29

Over the last two decades, a wealth of research in the domain of episodic memory has focused on understanding the neural correlates mediating false memories, or memories for events that never happened. While several recent qualitative reviews have attempted to synthesize this literature, methodological differences amongst the empirical studies and a focus on only a sub-set of the findings has limited broader conclusions regarding the neural mechanisms underlying false memories. The current study performed a voxel-wise quantitative meta-analysis using activation likelihood estimation to investigate commonalities within the functional magnetic resonance imaging (fMRI) literature studying false memory. The results were broken down by memory phase (encoding, retrieval), as well as sub-analyses looking at differences in baseline (hit, correct rejection), memoranda (verbal, semantic), and experimental paradigm (e.g., semantic relatedness and perceptual relatedness) within retrieval. Concordance maps identified significant overlap across studies for each analysis. Several regions were identified in the general false retrieval analysis as well as multiple sub-analyses, indicating their ubiquitous, yet critical role in false retrieval (medial superior frontal gyrus, left precentral gyrus, left inferior parietal cortex). Additionally, several regions showed baseline- and paradigm-specific effects (hit/perceptual relatedness: inferior and middle occipital gyrus; CRs: bilateral inferior parietal cortex, precuneus, left caudate). With respect to encoding, analyses showed common activity in the left middle temporal gyrus and anterior cingulate cortex. No analysis identified a common cluster of activation in the medial temporal lobe. Copyright © 2015 Elsevier Ltd. All rights reserved.

A propagation-separation approach to estimate the autocorrelation in a time-series

Directory of Open Access Journals (Sweden)

D. V. Divine

2008-07-01

Full Text Available The paper presents an approach to estimate parameters of a local stationary AR(1 time series model by maximization of a local likelihood function. The method is based on a propagation-separation procedure that leads to data dependent weights defining the local model. Using free propagation of weights under homogeneity, the method is capable of separating the time series into intervals of approximate local stationarity. Parameters in different regions will be significantly different. Therefore the method also serves as a test for a stationary AR(1 model. The performance of the method is illustrated by applications to both synthetic data and real time-series of reconstructed NAO and ENSO indices and GRIP stable isotopes.

On Maximal Non-Disjoint Families of Subsets

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Yu. A. Zuev

2017-01-01

Full Text Available The paper studies maximal non-disjoint families of subsets of a finite set. Non-disjointness means that any two subsets of a family have a nonempty intersection. The maximality is expressed by the fact that adding a new subset to the family cannot increase its power without violating a non-disjointness condition. Studying the properties of such families is an important section of the extreme theory of sets. Along with purely combinatorial interest, the problems considered here play an important role in informatics, anti-noise coding, and cryptography.In 1961 this problem saw the light of day in the Erdos, Ko and Rado paper, which established a maximum power of the non-disjoint family of subsets of equal power. In 1974 the Erdos and Claytman publication estimated the number of maximal non-disjoint families of subsets without involving the equality of their power. These authors failed to establish an asymptotics of the logarithm of the number of such families when the power of a basic finite set tends to infinity. However, they suggested such an asymptotics as a hypothesis. A.D. Korshunov in two publications in 2003 and 2005 established the asymptotics for the number of non-disjoint families of the subsets of arbitrary powers without maximality condition of these families.The basis for the approach used in the paper to study the families of subsets is their description in the language of Boolean functions. A one-to-one correspondence between a family of subsets and a Boolean function is established by the fact that the characteristic vectors of subsets of a family are considered to be the unit sets of a Boolean function. The main theoretical result of the paper is that the maximal non-disjoint families are in one-to-one correspondence with the monotonic self-dual Boolean functions. When estimating the number of maximal non-disjoint families, this allowed us to use the result of A.A. Sapozhenko, who established the asymptotics of the number of the

The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

Directory of Open Access Journals (Sweden)

Z. Rahnamaei

2012-01-01

Full Text Available We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.

Estimating the Causal Impact of Proximity to Gold and Copper Mines on Respiratory Diseases in Chilean Children: An Application of Targeted Maximum Likelihood Estimation.

Science.gov (United States)

Herrera, Ronald; Berger, Ursula; von Ehrenstein, Ondine S; Díaz, Iván; Huber, Stella; Moraga Muñoz, Daniel; Radon, Katja

2017-12-27

In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children's respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % ) children living in the community. The proximity of the children's home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR) for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: - 4.7 ; 95 % confidence interval ( 95 % CI): - 8.4 ; - 0.11 ); and 4.2 percentage points (CAR: - 4.2 ; 95 % CI: - 7.9 ; - 0.05 ) for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.

Subtracting and Fitting Histograms using Profile Likelihood

CERN Document Server

D'Almeida, F M L

2008-01-01

It is known that many interesting signals expected at LHC are of unknown shape and strongly contaminated by background events. These signals will be dif cult to detect during the rst years of LHC operation due to the initial low luminosity. In this work, one presents a method of subtracting histograms based on the pro le likelihood function when the background is previously estimated by Monte Carlo events and one has low statistics. Estimators for the signal in each bin of the histogram difference are calculated so as limits for the signals with 68.3% of Con dence Level in a low statistics case when one has a exponential background and a Gaussian signal. The method can also be used to t histograms when the signal shape is known. Our results show a good performance and avoid the problem of negative values when subtracting histograms.

Likelihood-Based Inference in Nonlinear Error-Correction Models

DEFF Research Database (Denmark)

Kristensen, Dennis; Rahbæk, Anders

We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...

Maximal Bell's inequality violation for non-maximal entanglement

International Nuclear Information System (INIS)

Kobayashi, M.; Khanna, F.; Mann, A.; Revzen, M.; Santana, A.

2004-01-01

Bell's inequality violation (BIQV) for correlations of polarization is studied for a product state of two two-mode squeezed vacuum (TMSV) states. The violation allowed is shown to attain its maximal limit for all values of the squeezing parameter, ζ. We show via an explicit example that a state whose entanglement is not maximal allow maximal BIQV. The Wigner function of the state is non-negative and the average value of either polarization is nil

Estimation of maximal oxygen uptake via submaximal exercise testing in sports, clinical, and home settings.

Science.gov (United States)

Sartor, Francesco; Vernillo, Gianluca; de Morree, Helma M; Bonomi, Alberto G; La Torre, Antonio; Kubis, Hans-Peter; Veicsteinas, Arsenio

2013-09-01

Assessment of the functional capacity of the cardiovascular system is essential in sports medicine. For athletes, the maximal oxygen uptake [Formula: see text] provides valuable information about their aerobic power. In the clinical setting, the (VO(2max)) provides important diagnostic and prognostic information in several clinical populations, such as patients with coronary artery disease or heart failure. Likewise, VO(2max) assessment can be very important to evaluate fitness in asymptomatic adults. Although direct determination of [VO(2max) is the most accurate method, it requires a maximal level of exertion, which brings a higher risk of adverse events in individuals with an intermediate to high risk of cardiovascular problems. Estimation of VO(2max) during submaximal exercise testing can offer a precious alternative. Over the past decades, many protocols have been developed for this purpose. The present review gives an overview of these submaximal protocols and aims to facilitate appropriate test selection in sports, clinical, and home settings. Several factors must be considered when selecting a protocol: (i) The population being tested and its specific needs in terms of safety, supervision, and accuracy and repeatability of the VO(2max) estimation. (ii) The parameters upon which the prediction is based (e.g. heart rate, power output, rating of perceived exertion [RPE]), as well as the need for additional clinically relevant parameters (e.g. blood pressure, ECG). (iii) The appropriate test modality that should meet the above-mentioned requirements should also be in line with the functional mobility of the target population, and depends on the available equipment. In the sports setting, high repeatability is crucial to track training-induced seasonal changes. In the clinical setting, special attention must be paid to the test modality, because multiple physiological parameters often need to be measured during test execution. When estimating VO(2max), one has

Improving a gold standard: treating human relevance judgments of MEDLINE document pairs

Directory of Open Access Journals (Sweden)

Kim Won

2011-06-01

Full Text Available Abstract Given prior human judgments of the condition of an object it is possible to use these judgments to make a maximal likelihood estimate of what future human judgments of the condition of that object will be. However, if one has a reasonably large collection of similar objects and the prior human judgments of a number of judges regarding the condition of each object in the collection, then it is possible to make predictions of future human judgments for the whole collection that are superior to the simple maximal likelihood estimate for each object in isolation. This is possible because the multiple judgments over the collection allow an analysis to determine the relative value of a judge as compared with the other judges in the group and this value can be used to augment or diminish a particular judge’s influence in predicting future judgments. Here we study and compare five different methods for making such improved predictions and show that each is superior to simple maximal likelihood estimates.

A Penalized Likelihood Framework For High-Dimensional Phylogenetic Comparative Methods And An Application To New-World Monkeys Brain Evolution.

Science.gov (United States)

Julien, Clavel; Leandro, Aristide; Hélène, Morlon

2018-06-19

Working with high-dimensional phylogenetic comparative datasets is challenging because likelihood-based multivariate methods suffer from low statistical performances as the number of traits p approaches the number of species n and because some computational complications occur when p exceeds n. Alternative phylogenetic comparative methods have recently been proposed to deal with the large p small n scenario but their use and performances are limited. Here we develop a penalized likelihood framework to deal with high-dimensional comparative datasets. We propose various penalizations and methods for selecting the intensity of the penalties. We apply this general framework to the estimation of parameters (the evolutionary trait covariance matrix and parameters of the evolutionary model) and model comparison for the high-dimensional multivariate Brownian (BM), Early-burst (EB), Ornstein-Uhlenbeck (OU) and Pagel's lambda models. We show using simulations that our penalized likelihood approach dramatically improves the estimation of evolutionary trait covariance matrices and model parameters when p approaches n, and allows for their accurate estimation when p equals or exceeds n. In addition, we show that penalized likelihood models can be efficiently compared using Generalized Information Criterion (GIC). We implement these methods, as well as the related estimation of ancestral states and the computation of phylogenetic PCA in the R package RPANDA and mvMORPH. Finally, we illustrate the utility of the new proposed framework by evaluating evolutionary models fit, analyzing integration patterns, and reconstructing evolutionary trajectories for a high-dimensional 3-D dataset of brain shape in the New World monkeys. We find a clear support for an Early-burst model suggesting an early diversification of brain morphology during the ecological radiation of the clade. Penalized likelihood offers an efficient way to deal with high-dimensional multivariate comparative data.

A method of bias correction for maximal reliability with dichotomous measures.

Science.gov (United States)

Penev, Spiridon; Raykov, Tenko

2010-02-01

This paper is concerned with the reliability of weighted combinations of a given set of dichotomous measures. Maximal reliability for such measures has been discussed in the past, but the pertinent estimator exhibits a considerable bias and mean squared error for moderate sample sizes. We examine this bias, propose a procedure for bias correction, and develop a more accurate asymptotic confidence interval for the resulting estimator. In most empirically relevant cases, the bias correction and mean squared error correction can be performed simultaneously. We propose an approximate (asymptotic) confidence interval for the maximal reliability coefficient, discuss the implementation of this estimator, and investigate the mean squared error of the associated asymptotic approximation. We illustrate the proposed methods using a numerical example.

Quantifying the Strength of General Factors in Psychopathology: A Comparison of CFA with Maximum Likelihood Estimation, BSEM, and ESEM/EFA Bifactor Approaches.

Science.gov (United States)

Murray, Aja Louise; Booth, Tom; Eisner, Manuel; Obsuth, Ingrid; Ribeaud, Denis

2018-05-22

Whether or not importance should be placed on an all-encompassing general factor of psychopathology (or p factor) in classifying, researching, diagnosing, and treating psychiatric disorders depends (among other issues) on the extent to which comorbidity is symptom-general rather than staying largely within the confines of narrower transdiagnostic factors such as internalizing and externalizing. In this study, we compared three methods of estimating p factor strength. We compared omega hierarchical and explained common variance calculated from confirmatory factor analysis (CFA) bifactor models with maximum likelihood (ML) estimation, from exploratory structural equation modeling/exploratory factor analysis models with a bifactor rotation, and from Bayesian structural equation modeling (BSEM) bifactor models. Our simulation results suggested that BSEM with small variance priors on secondary loadings might be the preferred option. However, CFA with ML also performed well provided secondary loadings were modeled. We provide two empirical examples of applying the three methodologies using a normative sample of youth (z-proso, n = 1,286) and a university counseling sample (n = 359).

The influence of SO4 and NO3 to the acidity (pH) of rainwater using minimum variance quadratic unbiased estimation (MIVQUE) and maximum likelihood methods

Science.gov (United States)

Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

2017-03-01

Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.

Maximizing and customer loyalty: Are maximizers less loyal?

Directory of Open Access Journals (Sweden)

Linda Lai

2011-06-01

Full Text Available Despite their efforts to choose the best of all available solutions, maximizers seem to be more inclined than satisficers to regret their choices and to experience post-decisional dissonance. Maximizers may therefore be expected to change their decisions more frequently and hence exhibit lower customer loyalty to providers of products and services compared to satisficers. Findings from the study reported here (N = 1978 support this prediction. Maximizers reported significantly higher intentions to switch to another service provider (television provider than satisficers. Maximizers' intentions to switch appear to be intensified and mediated by higher proneness to regret, increased desire to discuss relevant choices with others, higher levels of perceived knowledge of alternatives, and higher ego involvement in the end product, compared to satisficers. Opportunities for future research are suggested.

Usefulness and limitations of dK random graph models to predict interactions and functional homogeneity in biological networks under a pseudo-likelihood parameter estimation approach

Directory of Open Access Journals (Sweden)

Luan Yihui

2009-09-01

Full Text Available Abstract Background Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Results Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Conclusion Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.

Usefulness and limitations of dK random graph models to predict interactions and functional homogeneity in biological networks under a pseudo-likelihood parameter estimation approach.

Science.gov (United States)

Wang, Wenhui; Nunez-Iglesias, Juan; Luan, Yihui; Sun, Fengzhu

2009-09-03

Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.

Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM

Science.gov (United States)

Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman

2012-01-01

This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…

An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Bayer, Christian

2016-02-20

© 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-07

In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.

Science.gov (United States)

Núñez, M; Vlachos, D G

2015-01-28

Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.

Superfast maximum-likelihood reconstruction for quantum tomography

Science.gov (United States)

Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon

2017-06-01

Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.

GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS

Directory of Open Access Journals (Sweden)

S. Sridevi

2013-02-01

Full Text Available Speckle noise is the most prevalent noise in clinical ultrasound images. It visibly looks like light and dark spots and deduce the pixel intensity as murkiest. Gazing at fetal ultrasound images, the impact of edge and local fine details are more palpable for obstetricians and gynecologists to carry out prenatal diagnosis of congenital heart disease. A robust despeckling filter has to be contrived to proficiently suppress speckle noise and simultaneously preserve the features. The proposed filter is the generalization of Rayleigh maximum likelihood filter by the exploitation of statistical tools as tuning parameters and use different shapes of quadrilateral kernels to estimate the noise free pixel from neighborhood. The performance of various filters namely Median, Kuwahura, Frost, Homogenous mask filter and Rayleigh maximum likelihood filter are compared with the proposed filter in terms PSNR and image profile. Comparatively the proposed filters surpass the conventional filters.

Trend analysis of the power law process using Expectation-Maximization algorithm for data censored by inspection intervals

International Nuclear Information System (INIS)

Taghipour, Sharareh; Banjevic, Dragan

2011-01-01

Trend analysis is a common statistical method used to investigate the operation and changes of a repairable system over time. This method takes historical failure data of a system or a group of similar systems and determines whether the recurrent failures exhibit an increasing or decreasing trend. Most trend analysis methods proposed in the literature assume that the failure times are known, so the failure data is statistically complete; however, in many situations, such as hidden failures, failure times are subject to censoring. In this paper we assume that the failure process of a group of similar independent repairable units follows a non-homogenous Poisson process with a power law intensity function. Moreover, the failure data are subject to left, interval and right censoring. The paper proposes using the likelihood ratio test to check for trends in the failure data. It uses the Expectation-Maximization (EM) algorithm to find the parameters, which maximize the data likelihood in the case of null and alternative hypotheses. A recursive procedure is used to solve the main technical problem of calculating the expected values in the Expectation step. The proposed method is applied to a hospital's maintenance data for trend analysis of the components of a general infusion pump.

Mapping grey matter reductions in schizophrenia: an anatomical likelihood estimation analysis of voxel-based morphometry studies.

Science.gov (United States)

Fornito, A; Yücel, M; Patti, J; Wood, S J; Pantelis, C

2009-03-01

Voxel-based morphometry (VBM) is a popular tool for mapping neuroanatomical changes in schizophrenia patients. Several recent meta-analyses have identified the brain regions in which patients most consistently show grey matter reductions, although they have not examined whether such changes reflect differences in grey matter concentration (GMC) or grey matter volume (GMV). These measures assess different aspects of grey matter integrity, and may therefore reflect different pathological processes. In this study, we used the Anatomical Likelihood Estimation procedure to analyse significant differences reported in 37 VBM studies of schizophrenia patients, incorporating data from 1646 patients and 1690 controls, and compared the findings of studies using either GMC or GMV to index grey matter differences. Analysis of all studies combined indicated that grey matter reductions in a network of frontal, temporal, thalamic and striatal regions are among the most frequently reported in literature. GMC reductions were generally larger and more consistent than GMV reductions, and were more frequent in the insula, medial prefrontal, medial temporal and striatal regions. GMV reductions were more frequent in dorso-medial frontal cortex, and lateral and orbital frontal areas. These findings support the primacy of frontal, limbic, and subcortical dysfunction in the pathophysiology of schizophrenia, and suggest that the grey matter changes observed with MRI may not necessarily result from a unitary pathological process.

Estimating the Causal Impact of Proximity to Gold and Copper Mines on Respiratory Diseases in Chilean Children: An Application of Targeted Maximum Likelihood Estimation

Directory of Open Access Journals (Sweden)

Ronald Herrera

2017-12-01

Full Text Available In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children’s respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % children living in the community. The proximity of the children’s home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: − 4.7 ; 95 % confidence interval ( 95 % CI: − 8.4 ; − 0.11 ; and 4.2 percentage points (CAR: − 4.2 ; 95 % CI: − 7.9 ; − 0.05 for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

Science.gov (United States)

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

ℋ-matrix techniques for approximating large covariance matrices and estimating its parameters

KAUST Repository

Litvinenko, Alexander; Genton, Marc G.; Sun, Ying; Keyes, David E.

2016-01-01

In this work the task is to use the available measurements to estimate unknown hyper-parameters (variance, smoothness parameter and covariance length) of the covariance function. We do it by maximizing the joint log-likelihood function. This is a non-convex and non-linear problem. To overcome cubic complexity in linear algebra, we approximate the discretised covariance function in the hierarchical (ℋ-) matrix format. The ℋ-matrix format has a log-linear computational cost and storage O(knlogn), where rank k is a small integer. On each iteration step of the optimization procedure the covariance matrix itself, its determinant and its Cholesky decomposition are recomputed within ℋ-matrix format. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)

ℋ-matrix techniques for approximating large covariance matrices and estimating its parameters

KAUST Repository

Litvinenko, Alexander

2016-10-25

In this work the task is to use the available measurements to estimate unknown hyper-parameters (variance, smoothness parameter and covariance length) of the covariance function. We do it by maximizing the joint log-likelihood function. This is a non-convex and non-linear problem. To overcome cubic complexity in linear algebra, we approximate the discretised covariance function in the hierarchical (ℋ-) matrix format. The ℋ-matrix format has a log-linear computational cost and storage O(knlogn), where rank k is a small integer. On each iteration step of the optimization procedure the covariance matrix itself, its determinant and its Cholesky decomposition are recomputed within ℋ-matrix format. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)

Is there a critical lesion site for unilateral spatial neglect? A meta-analysis using activation likelihood estimation.

Directory of Open Access Journals (Sweden)

Pascal eMolenberghs

2012-04-01

Full Text Available The critical lesion site responsible for the syndrome of unilateral spatial neglect has been debated for more than a decade. Here we performed an activation likelihood estimation (ALE to provide for the first time an objective quantitative index of the consistency of lesion sites across anatomical group studies of spatial neglect. The analysis revealed several distinct regions in which damage has consistently been associated with spatial neglect symptoms. Lesioned clusters were located in several cortical and subcortical regions of the right hemisphere, including the middle and superior temporal gyrus, inferior parietal lobule, intraparietal sulcus, precuneus, middle occipital gyrus, caudate nucleus and posterior insula, as well as in the white matter pathway corresponding to the posterior part of the superior longitudinal fasciculus. Further analyses suggested that separate lesion sites are associated with impairments in different behavioural tests, such as line bisection and target cancellation. Similarly, specific subcomponents of the heterogeneous neglect syndrome, such as extinction and allocentric and personal neglect, are associated with distinct lesion sites. Future progress in delineating the neuropathological correlates of spatial neglect will depend upon the development of more refined measures of perceptual and cognitive functions than those currently available in the clinical setting.

Contributions: SAGE

Indian Academy of Sciences (India)

First page Back Continue Last page Overview Graphics. Contributions: SAGE. Space Alternating Generalized Expectation (SAGE) Maximization algorithm provides an iterative approach to parameter estimation when direct maximization of the likelihood function may be infeasible. Complexity is less in those applications ...

Anatomical likelihood estimation meta-analysis of grey and white matter anomalies in autism spectrum disorders

Directory of Open Access Journals (Sweden)

Thomas P. DeRamus

2015-01-01

Full Text Available Autism spectrum disorders (ASD are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE analysis of 21 voxel-based morphometry (VBM studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals. Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior connections. Our findings of decreased cortical matter in parietal–temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations.

Joint Maximum Likelihood Time Delay Estimation of Unknown Event-Related Potential Signals for EEG Sensor Signal Quality Enhancement

Science.gov (United States)

Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong

2016-01-01

Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267

Joint Maximum Likelihood Time Delay Estimation of Unknown Event-Related Potential Signals for EEG Sensor Signal Quality Enhancement

Directory of Open Access Journals (Sweden)

Kyungsoo Kim

2016-06-01

Full Text Available Electroencephalograms (EEGs measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE schemes based on a joint maximum likelihood (ML criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°.

Estimation After a Group Sequential Trial.

Science.gov (United States)

Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert

2015-10-01

Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why

EREM: Parameter Estimation and Ancestral Reconstruction by Expectation-Maximization Algorithm for a Probabilistic Model of Genomic Binary Characters Evolution.

Science.gov (United States)

Carmel, Liran; Wolf, Yuri I; Rogozin, Igor B; Koonin, Eugene V

2010-01-01

Evolutionary binary characters are features of species or genes, indicating the absence (value zero) or presence (value one) of some property. Examples include eukaryotic gene architecture (the presence or absence of an intron in a particular locus), gene content, and morphological characters. In many studies, the acquisition of such binary characters is assumed to represent a rare evolutionary event, and consequently, their evolution is analyzed using various flavors of parsimony. However, when gain and loss of the character are not rare enough, a probabilistic analysis becomes essential. Here, we present a comprehensive probabilistic model to describe the evolution of binary characters on a bifurcating phylogenetic tree. A fast software tool, EREM, is provided, using maximum likelihood to estimate the parameters of the model and to reconstruct ancestral states (presence and absence in internal nodes) and events (gain and loss events along branches).

Fisher's method of scoring in statistical image reconstruction: comparison of Jacobi and Gauss-Seidel iterative schemes.

Science.gov (United States)

Hudson, H M; Ma, J; Green, P

1994-01-01

Many algorithms for medical image reconstruction adopt versions of the expectation-maximization (EM) algorithm. In this approach, parameter estimates are obtained which maximize a complete data likelihood or penalized likelihood, in each iteration. Implicitly (and sometimes explicitly) penalized algorithms require smoothing of the current reconstruction in the image domain as part of their iteration scheme. In this paper, we discuss alternatives to EM which adapt Fisher's method of scoring (FS) and other methods for direct maximization of the incomplete data likelihood. Jacobi and Gauss-Seidel methods for non-linear optimization provide efficient algorithms applying FS in tomography. One approach uses smoothed projection data in its iterations. We investigate the convergence of Jacobi and Gauss-Seidel algorithms with clinical tomographic projection data.

Uncertainty in a monthly water balance model using the generalized likelihood uncertainty estimation methodology

Science.gov (United States)

Rivera, Diego; Rivas, Yessica; Godoy, Alex

2015-02-01

Hydrological models are simplified representations of natural processes and subject to errors. Uncertainty bounds are a commonly used way to assess the impact of an input or model architecture uncertainty in model outputs. Different sets of parameters could have equally robust goodness-of-fit indicators, which is known as Equifinality. We assessed the outputs from a lumped conceptual hydrological model to an agricultural watershed in central Chile under strong interannual variability (coefficient of variability of 25%) by using the Equifinality concept and uncertainty bounds. The simulation period ran from January 1999 to December 2006. Equifinality and uncertainty bounds from GLUE methodology (Generalized Likelihood Uncertainty Estimation) were used to identify parameter sets as potential representations of the system. The aim of this paper is to exploit the use of uncertainty bounds to differentiate behavioural parameter sets in a simple hydrological model. Then, we analyze the presence of equifinality in order to improve the identification of relevant hydrological processes. The water balance model for Chillan River exhibits, at a first stage, equifinality. However, it was possible to narrow the range for the parameters and eventually identify a set of parameters representing the behaviour of the watershed (a behavioural model) in agreement with observational and soft data (calculation of areal precipitation over the watershed using an isohyetal map). The mean width of the uncertainty bound around the predicted runoff for the simulation period decreased from 50 to 20 m3s-1 after fixing the parameter controlling the areal precipitation over the watershed. This decrement is equivalent to decreasing the ratio between simulated and observed discharge from 5.2 to 2.5. Despite the criticisms against the GLUE methodology, such as the lack of statistical formality, it is identified as a useful tool assisting the modeller with the identification of critical parameters.

Likelihood-based inference for cointegration with nonlinear error-correction

DEFF Research Database (Denmark)

Kristensen, Dennis; Rahbek, Anders Christian

2010-01-01

We consider a class of nonlinear vector error correction models where the transfer function (or loadings) of the stationary relationships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long-run cointegration parameters, and the short-run parameters. Asymptotic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normality can be found. A simulation study...

Similar tests and the standardized log likelihood ratio statistic

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1986-01-01

When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive......' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n -3...

Principles of maximally classical and maximally realistic quantum ...

Indian Academy of Sciences (India)

Principles of maximally classical and maximally realistic quantum mechanics. S M ROY. Tata Institute of Fundamental Research, Homi Bhabha Road, Mumbai 400 005, India. Abstract. Recently Auberson, Mahoux, Roy and Singh have proved a long standing conjecture of Roy and Singh: In 2N-dimensional phase space, ...

Profit maximization mitigates competition

DEFF Research Database (Denmark)

Dierker, Egbert; Grodal, Birgit

1996-01-01

We consider oligopolistic markets in which the notion of shareholders' utility is well-defined and compare the Bertrand-Nash equilibria in case of utility maximization with those under the usual profit maximization hypothesis. Our main result states that profit maximization leads to less price...... competition than utility maximization. Since profit maximization tends to raise prices, it may be regarded as beneficial for the owners as a whole. Moreover, if profit maximization is a good proxy for utility maximization, then there is no need for a general equilibrium analysis that takes the distribution...... of profits among consumers fully into account and partial equilibrium analysis suffices...

Implications of maximal Jarlskog invariant and maximal CP violation

International Nuclear Information System (INIS)

Rodriguez-Jauregui, E.; Universidad Nacional Autonoma de Mexico

2001-04-01

We argue here why CP violating phase Φ in the quark mixing matrix is maximal, that is, Φ=90 . In the Standard Model CP violation is related to the Jarlskog invariant J, which can be obtained from non commuting Hermitian mass matrices. In this article we derive the conditions to have Hermitian mass matrices which give maximal Jarlskog invariant J and maximal CP violating phase Φ. We find that all squared moduli of the quark mixing elements have a singular point when the CP violation phase Φ takes the value Φ=90 . This special feature of the Jarlskog invariant J and the quark mixing matrix is a clear and precise indication that CP violating Phase Φ is maximal in order to let nature treat democratically all of the quark mixing matrix moduli. (orig.)

Calibration of two complex ecosystem models with different likelihood functions

Science.gov (United States)

Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán

2014-05-01

The biosphere is a sensitive carbon reservoir. Terrestrial ecosystems were approximately carbon neutral during the past centuries, but they became net carbon sinks due to climate change induced environmental change and associated CO2 fertilization effect of the atmosphere. Model studies and measurements indicate that the biospheric carbon sink can saturate in the future due to ongoing climate change which can act as a positive feedback. Robustness of carbon cycle models is a key issue when trying to choose the appropriate model for decision support. The input parameters of the process-based models are decisive regarding the model output. At the same time there are several input parameters for which accurate values are hard to obtain directly from experiments or no local measurements are available. Due to the uncertainty associated with the unknown model parameters significant bias can be experienced if the model is used to simulate the carbon and nitrogen cycle components of different ecosystems. In order to improve model performance the unknown model parameters has to be estimated. We developed a multi-objective, two-step calibration method based on Bayesian approach in order to estimate the unknown parameters of PaSim and Biome-BGC models. Biome-BGC and PaSim are a widely used biogeochemical models that simulate the storage and flux of water, carbon, and nitrogen between the ecosystem and the atmosphere, and within the components of the terrestrial ecosystems (in this research the developed version of Biome-BGC is used which is referred as BBGC MuSo). Both models were calibrated regardless the simulated processes and type of model parameters. The calibration procedure is based on the comparison of measured data with simulated results via calculating a likelihood function (degree of goodness-of-fit between simulated and measured data). In our research different likelihood function formulations were used in order to examine the effect of the different model

Improved estimation of the noncentrality parameter distribution from a large number of t-statistics, with applications to false discovery rate estimation in microarray data analysis.

Science.gov (United States)

Qu, Long; Nettleton, Dan; Dekkers, Jack C M

2012-12-01

Given a large number of t-statistics, we consider the problem of approximating the distribution of noncentrality parameters (NCPs) by a continuous density. This problem is closely related to the control of false discovery rates (FDR) in massive hypothesis testing applications, e.g., microarray gene expression analysis. Our methodology is similar to, but improves upon, the existing approach by Ruppert, Nettleton, and Hwang (2007, Biometrics, 63, 483-495). We provide parametric, nonparametric, and semiparametric estimators for the distribution of NCPs, as well as estimates of the FDR and local FDR. In the parametric situation, we assume that the NCPs follow a distribution that leads to an analytically available marginal distribution for the test statistics. In the nonparametric situation, we use convex combinations of basis density functions to estimate the density of the NCPs. A sequential quadratic programming procedure is developed to maximize the penalized likelihood. The smoothing parameter is selected with the approximate network information criterion. A semiparametric estimator is also developed to combine both parametric and nonparametric fits. Simulations show that, under a variety of situations, our density estimates are closer to the underlying truth and our FDR estimates are improved compared with alternative methods. Data-based simulations and the analyses of two microarray datasets are used to evaluate the performance in realistic situations. © 2012, The International Biometric Society.

Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.

Science.gov (United States)

Lohse, Konrad; Frantz, Laurent A F

2014-04-01

Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.

Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET

Energy Technology Data Exchange (ETDEWEB)

Waligorska, Marta [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland); Molski, Andrzej, E-mail: amolski@amu.edu.pl [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland)

2012-07-25

Highlights: Black-Right-Pointing-Pointer We study model selection and parameter recovery from single-molecule FRET experiments. Black-Right-Pointing-Pointer We examine the maximum likelihood-based analysis of two-color photon trajectories. Black-Right-Pointing-Pointer The number of observed photons determines the performance of the method. Black-Right-Pointing-Pointer For long trajectories, one can extract mean dwell times that are comparable to inter-photon times. -- Abstract: When two fluorophores (donor and acceptor) are attached to an immobilized biomolecule, anti-correlated fluctuations of the donor and acceptor fluorescence caused by Foerster resonance energy transfer (FRET) report on the conformational kinetics of the molecule. Here we assess the maximum likelihood-based analysis of donor and acceptor photon arrival trajectories as a method for extracting the conformational kinetics. Using computer generated data we quantify the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) in selecting the true kinetic model. We find that the number of observed photons is the key parameter determining parameter estimation and model selection. For long trajectories, one can extract mean dwell times that are comparable to inter-photon times.

Likelihood-based methods for evaluating principal surrogacy in augmented vaccine trials.

Science.gov (United States)

Liu, Wei; Zhang, Bo; Zhang, Hui; Zhang, Zhiwei

2017-04-01

There is growing interest in assessing immune biomarkers, which are quick to measure and potentially predictive of long-term efficacy, as surrogate endpoints in randomized, placebo-controlled vaccine trials. This can be done under a principal stratification approach, with principal strata defined using a subject's potential immune responses to vaccine and placebo (the latter may be assumed to be zero). In this context, principal surrogacy refers to the extent to which vaccine efficacy varies across principal strata. Because a placebo recipient's potential immune response to vaccine is unobserved in a standard vaccine trial, augmented vaccine trials have been proposed to produce the information needed to evaluate principal surrogacy. This article reviews existing methods based on an estimated likelihood and a pseudo-score (PS) and proposes two new methods based on a semiparametric likelihood (SL) and a pseudo-likelihood (PL), for analyzing augmented vaccine trials. Unlike the PS method, the SL method does not require a model for missingness, which can be advantageous when immune response data are missing by happenstance. The SL method is shown to be asymptotically efficient, and it performs similarly to the PS and PL methods in simulation experiments. The PL method appears to have a computational advantage over the PS and SL methods.

Twitch interpolation technique in testing of maximal muscle strength

DEFF Research Database (Denmark)

Bülow, P M; Nørregaard, J; Danneskiold-Samsøe, B

1993-01-01

The aim was to study the methodological aspects of the muscle twitch interpolation technique in estimating the maximal force of contraction in the quadriceps muscle utilizing commercial muscle testing equipment. Six healthy subjects participated in seven sets of experiments testing the effects...

Methods for estimating the semivariogram

DEFF Research Database (Denmark)

Lophaven, Søren Nymand; Carstensen, Niels Jacob; Rootzen, Helle

2002-01-01

. In the existing literature various methods for modelling the semivariogram have been proposed, while only a few studies have been made on comparing different approaches. In this paper we compare eight approaches for modelling the semivariogram, i.e. six approaches based on least squares estimation...... maximum likelihood performed better than the least squares approaches. We also applied maximum likelihood and least squares estimation to a real dataset, containing measurements of salinity at 71 sampling stations in the Kattegat basin. This showed that the calculation of spatial predictions...

Multimodal Personal Verification Using Likelihood Ratio for the Match Score Fusion

Directory of Open Access Journals (Sweden)

Long Binh Tran

2017-01-01

Full Text Available In this paper, the authors present a novel personal verification system based on the likelihood ratio test for fusion of match scores from multiple biometric matchers (face, fingerprint, hand shape, and palm print. In the proposed system, multimodal features are extracted by Zernike Moment (ZM. After matching, the match scores from multiple biometric matchers are fused based on the likelihood ratio test. A finite Gaussian mixture model (GMM is used for estimating the genuine and impostor densities of match scores for personal verification. Our approach is also compared to some different famous approaches such as the support vector machine and the sum rule with min-max. The experimental results have confirmed that the proposed system can achieve excellent identification performance for its higher level in accuracy than different famous approaches and thus can be utilized for more application related to person verification.

Robust Likelihoods for Inflationary Gravitational Waves from Maps of Cosmic Microwave Background Polarization

Science.gov (United States)

Switzer, Eric Ryan; Watts, Duncan J.

2016-01-01

The B-mode polarization of the cosmic microwave background provides a unique window into tensor perturbations from inflationary gravitational waves. Survey effects complicate the estimation and description of the power spectrum on the largest angular scales. The pixel-space likelihood yields parameter distributions without the power spectrum as an intermediate step, but it does not have the large suite of tests available to power spectral methods. Searches for primordial B-modes must rigorously reject and rule out contamination. Many forms of contamination vary or are uncorrelated across epochs, frequencies, surveys, or other data treatment subsets. The cross power and the power spectrum of the difference of subset maps provide approaches to reject and isolate excess variance. We develop an analogous joint pixel-space likelihood. Contamination not modeled in the likelihood produces parameter-dependent bias and complicates the interpretation of the difference map. We describe a null test that consistently weights the difference map. Excess variance should either be explicitly modeled in the covariance or be removed through reprocessing the data.

Maximizers versus satisficers

Directory of Open Access Journals (Sweden)

Andrew M. Parker

2007-12-01

Full Text Available Our previous research suggests that people reporting a stronger desire to maximize obtain worse life outcomes (Bruine de Bruin et al., 2007. Here, we examine whether this finding may be explained by the decision-making styles of self-reported maximizers. Expanding on Schwartz et al. (2002, we find that self-reported maximizers are more likely to show problematic decision-making styles, as evidenced by self-reports of less behavioral coping, greater dependence on others when making decisions, more avoidance of decision making, and greater tendency to experience regret. Contrary to predictions, self-reported maximizers were more likely to report spontaneous decision making. However, the relationship between self-reported maximizing and worse life outcomes is largely unaffected by controls for measures of other decision-making styles, decision-making competence, and demographic variables.

Data assimilation and uncertainty analysis of environmental assessment problems--an application of Stochastic Transfer Function and Generalised Likelihood Uncertainty Estimation techniques

International Nuclear Information System (INIS)

Romanowicz, Renata; Young, Peter C.

2003-01-01

Stochastic Transfer Function (STF) and Generalised Likelihood Uncertainty Estimation (GLUE) techniques are outlined and applied to an environmental problem concerned with marine dose assessment. The goal of both methods in this application is the estimation and prediction of the environmental variables, together with their associated probability distributions. In particular, they are used to estimate the amount of radionuclides transferred to marine biota from a given source: the British Nuclear Fuel Ltd (BNFL) repository plant in Sellafield, UK. The complexity of the processes involved, together with the large dispersion and scarcity of observations regarding radionuclide concentrations in the marine environment, require efficient data assimilation techniques. In this regard, the basic STF methods search for identifiable, linear model structures that capture the maximum amount of information contained in the data with a minimal parameterisation. They can be extended for on-line use, based on recursively updated Bayesian estimation and, although applicable to only constant or time-variable parameter (non-stationary) linear systems in the form used in this paper, they have the potential for application to non-linear systems using recently developed State Dependent Parameter (SDP) non-linear STF models. The GLUE based-methods, on the other hand, formulate the problem of estimation using a more general Bayesian approach, usually without prior statistical identification of the model structure. As a result, they are applicable to almost any linear or non-linear stochastic model, although they are much less efficient both computationally and in their use of the information contained in the observations. As expected in this particular environmental application, it is shown that the STF methods give much narrower confidence limits for the estimates due to their more efficient use of the information contained in the data. Exploiting Monte Carlo Simulation (MCS) analysis

EREM: Parameter Estimation and Ancestral Reconstruction by Expectation-Maximization Algorithm for a Probabilistic Model of Genomic Binary Characters Evolution

Directory of Open Access Journals (Sweden)

Liran Carmel

2010-01-01

Full Text Available Evolutionary binary characters are features of species or genes, indicating the absence (value zero or presence (value one of some property. Examples include eukaryotic gene architecture (the presence or absence of an intron in a particular locus, gene content, and morphological characters. In many studies, the acquisition of such binary characters is assumed to represent a rare evolutionary event, and consequently, their evolution is analyzed using various flavors of parsimony. However, when gain and loss of the character are not rare enough, a probabilistic analysis becomes essential. Here, we present a comprehensive probabilistic model to describe the evolution of binary characters on a bifurcating phylogenetic tree. A fast software tool, EREM, is provided, using maximum likelihood to estimate the parameters of the model and to reconstruct ancestral states (presence and absence in internal nodes and events (gain and loss events along branches.

The Likelihood of Parent-Adult Child Coresidence: Effects of Family Structure and Parental Characteristics.

Science.gov (United States)

Aquilino, William S.

1990-01-01

Estimated influence of child, parent, and family structural characteristics on likelihood of parents having coresident adult child, based on national sample of 4,893 parents. Results indicated most parents maintained own households and most parents and adult children who coresided lived in parents' home. Family structure was found to exert strong…

The Laplace Likelihood Ratio Test for Heteroscedasticity

Directory of Open Access Journals (Sweden)

J. Martin van Zyl

2011-01-01

Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.

ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

Directory of Open Access Journals (Sweden)

muhammad zahid rashid

2011-04-01

Full Text Available The exponential distribution is commonly used to model the behavior of units that have a constant failure rate. The two-parameter exponential distribution provides a simple but nevertheless useful model for the analysis of lifetimes, especially when investigating reliability of technical equipment.This paper is concerned with estimation of parameters of the two parameter (location and scale exponential distribution. We used the least squares method (LSM, relative least squares method (RELS, ridge regression method (RR,  moment estimators (ME, modified moment estimators (MME, maximum likelihood estimators (MLE and modified maximum likelihood estimators (MMLE. We used the mean square error MSE, and total deviation TD, as measurement for the comparison between these methods. We determined the best method for estimation using different values for the parameters and different sample sizes

Developing maximal neuromuscular power: Part 1--biological basis of maximal power production.

Science.gov (United States)

Cormie, Prue; McGuigan, Michael R; Newton, Robert U

2011-01-01

This series of reviews focuses on the most important neuromuscular function in many sport performances, the ability to generate maximal muscular power. Part 1 focuses on the factors that affect maximal power production, while part 2, which will follow in a forthcoming edition of Sports Medicine, explores the practical application of these findings by reviewing the scientific literature relevant to the development of training programmes that most effectively enhance maximal power production. The ability of the neuromuscular system to generate maximal power is affected by a range of interrelated factors. Maximal muscular power is defined and limited by the force-velocity relationship and affected by the length-tension relationship. The ability to generate maximal power is influenced by the type of muscle action involved and, in particular, the time available to develop force, storage and utilization of elastic energy, interactions of contractile and elastic elements, potentiation of contractile and elastic filaments as well as stretch reflexes. Furthermore, maximal power production is influenced by morphological factors including fibre type contribution to whole muscle area, muscle architectural features and tendon properties as well as neural factors including motor unit recruitment, firing frequency, synchronization and inter-muscular coordination. In addition, acute changes in the muscle environment (i.e. alterations resulting from fatigue, changes in hormone milieu and muscle temperature) impact the ability to generate maximal power. Resistance training has been shown to impact each of these neuromuscular factors in quite specific ways. Therefore, an understanding of the biological basis of maximal power production is essential for developing training programmes that effectively enhance maximal power production in the human.

Pilot power optimization for AF relaying using maximum likelihood channel estimation

KAUST Repository

Wang, Kezhi

2014-09-01

Bit error rates (BERs) for amplify-and-forward (AF) relaying systems with two different pilot-symbol-aided channel estimation methods, disintegrated channel estimation (DCE) and cascaded channel estimation (CCE), are derived in Rayleigh fading channels. Based on these BERs, the pilot powers at the source and at the relay are optimized when their total transmitting powers are fixed. Numerical results show that the optimized system has a better performance than other conventional nonoptimized allocation systems. They also show that the optimal pilot power in variable gain is nearly the same as that in fixed gain for similar system settings. andcopy; 2014 IEEE.

Maximum likely scale estimation

DEFF Research Database (Denmark)

Loog, Marco; Pedersen, Kim Steenstrup; Markussen, Bo

2005-01-01

A maximum likelihood local scale estimation principle is presented. An actual implementation of the estimation principle uses second order moments of multiple measurements at a fixed location in the image. These measurements consist of Gaussian derivatives possibly taken at several scales and/or ...

Maximum likelihood reconstruction in fully 3D PET via the SAGE algorithm

International Nuclear Information System (INIS)

Ollinger, J.M.; Goggin, A.S.

1996-01-01

The SAGE and ordered subsets algorithms have been proposed as fast methods to compute penalized maximum likelihood estimates in PET. We have implemented both for use in fully 3D PET and completed a preliminary evaluation. The technique used to compute the transition matrix is fully described. The evaluation suggests that the ordered subsets algorithm converges much faster than SAGE, but that it stops short of the optimal solution

Application of the Evidence Procedure to the Estimation of Wireless Channels

Directory of Open Access Journals (Sweden)

Fleury Bernard H

2007-01-01

Full Text Available We address the application of the Bayesian evidence procedure to the estimation of wireless channels. The proposed scheme is based on relevance vector machines (RVM originally proposed by M. Tipping. RVMs allow to estimate channel parameters as well as to assess the number of multipath components constituting the channel within the Bayesian framework by locally maximizing the evidence integral. We show that, in the case of channel sounding using pulse-compression techniques, it is possible to cast the channel model as a general linear model, thus allowing RVM methods to be applied. We extend the original RVM algorithm to the multiple-observation/multiple-sensor scenario by proposing a new graphical model to represent multipath components. Through the analysis of the evidence procedure we develop a thresholding algorithm that is used in estimating the number of components. We also discuss the relationship of the evidence procedure to the standard minimum description length (MDL criterion. We show that the maximum of the evidence corresponds to the minimum of the MDL criterion. The applicability of the proposed scheme is demonstrated with synthetic as well as real-world channel measurements, and a performance increase over the conventional MDL criterion applied to maximum-likelihood estimates of the channel parameters is observed.

GLUE Based Uncertainty Estimation of Urban Drainage Modeling Using Weather Radar Precipitation Estimates

DEFF Research Database (Denmark)

Nielsen, Jesper Ellerbæk; Thorndahl, Søren Liedtke; Rasmussen, Michael R.

2011-01-01

Distributed weather radar precipitation measurements are used as rainfall input for an urban drainage model, to simulate the runoff from a small catchment of Denmark. It is demonstrated how the Generalized Likelihood Uncertainty Estimation (GLUE) methodology can be implemented and used to estimate...

Optimal and sub-optimal post-detection timing estimators for PET

International Nuclear Information System (INIS)

Hero, A.O.; Antoniadis, N.; Clinthorne, N.; Rogers, W.L.; Hutchins, G.D.

1990-01-01

In this paper the authors derive linear and non-linear approximations to the post-detection likelihood function for scintillator interaction time in nuclear particle detection systems. The likelihood function is the optimal statistic for performing detection and estimation of scintillator events and event times. The authors derive the likelihood function approximations from a statistical model for the post-detection waveform which is common in the optical communications literature and takes account of finite detector bandwidth, random gains, and thermal noise. They then present preliminary simulation results for the associated approximate maximum likelihood timing estimators which indicate that significant MSE improvements may be achieved for low post-detection signal-to-noise ratio

Effects of censoring on parameter estimates and power in genetic modeling

NARCIS (Netherlands)

Derks, Eske M.; Dolan, Conor V.; Boomsma, Dorret I.

2004-01-01

Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

Effects of censoring on parameter estimates and power in genetic modeling.

NARCIS (Netherlands)

Derks, E.M.; Dolan, C.V.; Boomsma, D.I.

2004-01-01

Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

Parameter Estimation in Probit Model for Multivariate Multinomial Response Using SMLE

Directory of Open Access Journals (Sweden)

Jaka Nugraha

2012-02-01

Full Text Available In  the  research  field  of  transportation,  market  research and  politics,  often involving  the  response  of  the multinomial multivariate  observations.  In  this  paper, we discused  a  modeling  of  multivariate  multinomial  responses  using  probit  model.  The estimated  parameters  were  calculated  using Maximum  Likelihood  Estimations  (MLE based  on  the  GHK  simulation.  method  known  as Simulated  Maximum  Likelihood Estimations (SMLE. Likelihood function on the Probit model contains probability values that must be resolved by simulation. By using  the GHK simulation algorithm,  the estimator equation has been obtained for the parameters in the model Probit  Keywords : Probit Model, Newton-Raphson Iteration,  GHK simulator, MLE, simulated log-likelihood

Nonlinear Parameter Estimation in Microbiological Degradation Systems and Statistic Test for Common Estimation

DEFF Research Database (Denmark)

Sommer, Helle Mølgaard; Holst, Helle; Spliid, Henrik

1995-01-01

Three identical microbiological experiments were carried out and analysed in order to examine the variability of the parameter estimates. The microbiological system consisted of a substrate (toluene) and a biomass (pure culture) mixed together in an aquifer medium. The degradation of the substrate...... and the growth of the biomass are described by the Monod model consisting of two nonlinear coupled first-order differential equations. The objective of this study was to estimate the kinetic parameters in the Monod model and to test whether the parameters from the three identical experiments have the same values....... Estimation of the parameters was obtained using an iterative maximum likelihood method and the test used was an approximative likelihood ratio test. The test showed that the three sets of parameters were identical only on a 4% alpha level....

Costs, mortality likelihood and outcomes of hospitalized US children with traumatic brain injuries.

Science.gov (United States)

Shi, Junxin; Xiang, Huiyun; Wheeler, Krista; Smith, Gary A; Stallones, Lorann; Groner, Jonathan; Wang, Zengzhen

2009-07-01

To examine the hospitalization costs and discharge outcomes of US children with TBI and to evaluate a severity measure, the predictive mortality likelihood level. Data from the 2006 Healthcare Cost and Utilization Project Kids' Inpatient Database (KID) were used to report the national estimates and characteristics of TBI-associated hospitalizations among US children percentage of children with TBI caused by motor vehicle crashes (MVC) and falls was calculated according to the predictive mortality likelihood levels (PMLL), death in hospital and discharge into long-term rehabilitation facilities. Associations with the PMLL, discharge outcomes and average hospital charges were examined. In 2006, there were an estimated 58 900 TBI-associated hospitalizations among US children, accounting for $2.56 billion in hospital charges. MVCs caused 38.9% and falls caused 21.2% of TBI hospitalizations. The PMLL was strongly associated with TBI type, length of hospital stay, hospital charges and discharge disposition. About 4% of children with fall or MVC related TBIs died in hospital and 9% were discharged into long-term facilities. The PMLL may provide a useful tool to assess characteristics and treatment outcomes of hospitalized TBI children, but more research is still needed.

Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions

DEFF Research Database (Denmark)

Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper

2016-01-01

of the estimator is in speech enhancement algorithms, such as the Multi-channel Wiener Filter (MWF) and the Minimum Variance Distortionless Response (MVDR) beamformer. We evaluate these two algorithms in a speech dereverberation task and compare the performance obtained using the proposed and a competing PSD...... estimator. Instrumental performance measures indicate an advantage of the proposed estimator over the competing one. In a speech intelligibility test all algorithms significantly improved the word intelligibility score. While the results suggest a minor advantage of using the proposed PSD estimator...

Maximum likelihood based multi-channel isotropic reverberation reduction for hearing aids

DEFF Research Database (Denmark)

Kuklasiński, Adam; Doclo, Simon; Jensen, Søren Holdt

2014-01-01

We propose a multi-channel Wiener filter for speech dereverberation in hearing aids. The proposed algorithm uses joint maximum likelihood estimation of the speech and late reverberation spectral variances, under the assumption that the late reverberant sound field is cylindrically isotropic....... The dereverberation performance of the algorithm is evaluated using computer simulations with realistic hearing aid microphone signals including head-related effects. The algorithm is shown to work well with signals reverberated both by synthetic and by measured room impulse responses, achieving improvements...

FPGA Acceleration of the phylogenetic likelihood function for Bayesian MCMC inference methods

Directory of Open Access Journals (Sweden)

Bakos Jason D

2010-04-01

Full Text Available Abstract Background Likelihood (ML-based phylogenetic inference has become a popular method for estimating the evolutionary relationships among species based on genomic sequence data. This method is used in applications such as RAxML, GARLI, MrBayes, PAML, and PAUP. The Phylogenetic Likelihood Function (PLF is an important kernel computation for this method. The PLF consists of a loop with no conditional behavior or dependencies between iterations. As such it contains a high potential for exploiting parallelism using micro-architectural techniques. In this paper, we describe a technique for mapping the PLF and supporting logic onto a Field Programmable Gate Array (FPGA-based co-processor. By leveraging the FPGA's on-chip DSP modules and the high-bandwidth local memory attached to the FPGA, the resultant co-processor can accelerate ML-based methods and outperform state-of-the-art multi-core processors. Results We use the MrBayes 3 tool as a framework for designing our co-processor. For large datasets, we estimate that our accelerated MrBayes, if run on a current-generation FPGA, achieves a 10× speedup relative to software running on a state-of-the-art server-class microprocessor. The FPGA-based implementation achieves its performance by deeply pipelining the likelihood computations, performing multiple floating-point operations in parallel, and through a natural log approximation that is chosen specifically to leverage a deeply pipelined custom architecture. Conclusions Heterogeneous computing, which combines general-purpose processors with special-purpose co-processors such as FPGAs and GPUs, is a promising approach for high-performance phylogeny inference as shown by the growing body of literature in this field. FPGAs in particular are well-suited for this task because of their low power consumption as compared to many-core processors and Graphics Processor Units (GPUs 1.

User's guide: Nimbus-7 Earth radiation budget narrow-field-of-view products. Scene radiance tape products, sorting into angular bins products, and maximum likelihood cloud estimation products

Science.gov (United States)

Kyle, H. Lee; Hucek, Richard R.; Groveman, Brian; Frey, Richard

1990-01-01

The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.

Maximizers versus satisficers

OpenAIRE

Andrew M. Parker; Wandi Bruine de Bruin; Baruch Fischhoff

2007-01-01

Our previous research suggests that people reporting a stronger desire to maximize obtain worse life outcomes (Bruine de Bruin et al., 2007). Here, we examine whether this finding may be explained by the decision-making styles of self-reported maximizers. Expanding on Schwartz et al. (2002), we find that self-reported maximizers are more likely to show problematic decision-making styles, as evidenced by self-reports of less behavioral coping, greater dependence on others when making decisions...

Parameter Estimation

DEFF Research Database (Denmark)

Sales-Cruz, Mauricio; Heitzig, Martina; Cameron, Ian

2011-01-01

of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set......In this chapter the importance of parameter estimation in model development is illustrated through various applications related to reaction systems. In particular, rate constants in a reaction system are obtained through parameter estimation methods. These approaches often require the application...... of algebraic equations as the basis for parameter estimation.These approaches are illustrated using estimations of kinetic constants from reaction system models....

Longer duration of homelessness is associated with a lower likelihood of non-detectable plasma HIV-1 RNA viral load among people who use illicit drugs in a Canadian setting.

Science.gov (United States)

Loh, Jane; Kennedy, Mary Clare; Wood, Evan; Kerr, Thomas; Marshall, Brandon; Parashar, Surita; Montaner, Julio; Milloy, M-J

2016-11-01

Homelessness is common among people who use drugs (PWUD) and, for those living with HIV/AIDS, an important contributor to sub-optimal HIV treatment outcomes. This study aims to investigate the relationship between the duration of homelessness and the likelihood of plasma HIV-1 RNA viral load (VL) non-detectability among a cohort of HIV-positive PWUD. We used data from the ACCESS study, a long-running prospective cohort study of HIV-positive PWUD linked to comprehensive HIV clinical records including systematic plasma HIV-1 RNA VL monitoring. We estimated the longitudinal relationship between the duration of homelessness and the likelihood of exhibiting a non-detectable VL (i.e., effects modelling. Between May 1996 and June 2014, 922 highly active antiretroviral therapy-exposed participants were recruited and contributed 8188 observations. Of these, 4800 (59%) were characterized by non-detectable VL. Participants reported they were homeless in 910 (11%) interviews (median: six months, interquartile range: 6-12 months). A longer duration of homelessness was associated with lower odds of VL non-detectability (adjusted odds ratio = 0.71 per six-month period of homelessness, 95% confidence interval: 0.60-0.83) after adjustment for age, ancestry, drug use patterns, engagement in addiction treatment, and other potential confounders. Longer durations of episodes of homelessness in this cohort of HIV-positive illicit drug users were associated with a lower likelihood of plasma VL non-detectability. Our findings suggest that interventions that seek to promptly house homeless individuals, such as Housing First approaches, might assist in maximizing the clinical and public health benefits of antiretroviral therapy among people living with HIV/AIDS.

Likelihood inference of non-constant diversification rates with incomplete taxon sampling.

Science.gov (United States)

Höhna, Sebastian

2014-01-01

Large-scale phylogenies provide a valuable source to study background diversification rates and investigate if the rates have changed over time. Unfortunately most large-scale, dated phylogenies are sparsely sampled (fewer than 5% of the described species) and taxon sampling is not uniform. Instead, taxa are frequently sampled to obtain at least one representative per subgroup (e.g. family) and thus to maximize diversity (diversified sampling). So far, such complications have been ignored, potentially biasing the conclusions that have been reached. In this study I derive the likelihood of a birth-death process with non-constant (time-dependent) diversification rates and diversified taxon sampling. Using simulations I test if the true parameters and the sampling method can be recovered when the trees are small or medium sized (fewer than 200 taxa). The results show that the diversification rates can be inferred and the estimates are unbiased for large trees but are biased for small trees (fewer than 50 taxa). Furthermore, model selection by means of Akaike's Information Criterion favors the true model if the true rates differ sufficiently from alternative models (e.g. the birth-death model is recovered if the extinction rate is large and compared to a pure-birth model). Finally, I applied six different diversification rate models--ranging from a constant-rate pure birth process to a decreasing speciation rate birth-death process but excluding any rate shift models--on three large-scale empirical phylogenies (ants, mammals and snakes with respectively 149, 164 and 41 sampled species). All three phylogenies were constructed by diversified taxon sampling, as stated by the authors. However only the snake phylogeny supported diversified taxon sampling. Moreover, a parametric bootstrap test revealed that none of the tested models provided a good fit to the observed data. The model assumptions, such as homogeneous rates across species or no rate shifts, appear to be

Likelihood inference for unions of interacting discs

DEFF Research Database (Denmark)

Møller, Jesper; Helisová, Katarina

To the best of our knowledge, this is the first paper which discusses likelihood inference or a random set using a germ-grain model, where the individual grains are unobservable edge effects occur, and other complications appear. We consider the case where the grains form a disc process modelled...... is specified with respect to a given marked Poisson model (i.e. a Boolean model). We show how edge effects and other complications can be handled by considering a certain conditional likelihood. Our methodology is illustrated by analyzing Peter Diggle's heather dataset, where we discuss the results...... of simulation-based maximum likelihood inference and the effect of specifying different reference Poisson models....

Likelihood of Suicidality at Varying Levels of Depression Severity: A Re-Analysis of NESARC Data

Science.gov (United States)

Uebelacker, Lisa A.; Strong, David; Weinstock, Lauren M.; Miller, Ivan W.

2010-01-01

Although it is clear that increasing depression severity is associated with more risk for suicidality, less is known about at what levels of depression severity the risk for different suicide symptoms increases. We used item response theory to estimate the likelihood of endorsing suicide symptoms across levels of depression severity in an…

The rate test of speciation: estimating the likelihood of non-allopatric speciation from reproductive isolation rates in Drosophila.

Science.gov (United States)

Yukilevich, Roman

2014-04-01

Among the most debated subjects in speciation is the question of its mode. Although allopatric (geographical) speciation is assumed the null model, the importance of parapatric and sympatric speciation is extremely difficult to assess and remains controversial. Here I develop a novel approach to distinguish these modes of speciation by studying the evolution of reproductive isolation (RI) among taxa. I focus on the Drosophila genus, for which measures of RI are known. First, I incorporate RI into age-range correlations. Plots show that almost all cases of weak RI are between allopatric taxa whereas sympatric taxa have strong RI. This either implies that most reproductive isolation (RI) was initiated in allopatry or that RI evolves too rapidly in sympatry to be captured at incipient stages. To distinguish between these explanations, I develop a new "rate test of speciation" that estimates the likelihood of non-allopatric speciation given the distribution of RI rates in allopatry versus sympatry. Most sympatric taxa were found to have likely initiated RI in allopatry. However, two putative candidate species pairs for non-allopatric speciation were identified (5% of known Drosophila). In total, this study shows how using RI measures can greatly inform us about the geographical mode of speciation in nature. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

Maximum-Likelihood Detection Of Noncoherent CPM

Science.gov (United States)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.

On the mean squared error of the ridge estimator of the covariance and precision matrix

NARCIS (Netherlands)

van Wieringen, Wessel N.

2017-01-01

For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.

Updated logistic regression equations for the calculation of post-fire debris-flow likelihood in the western United States

Science.gov (United States)

Staley, Dennis M.; Negri, Jacquelyn A.; Kean, Jason W.; Laber, Jayme L.; Tillery, Anne C.; Youberg, Ann M.

2016-06-30

Wildfire can significantly alter the hydrologic response of a watershed to the extent that even modest rainstorms can generate dangerous flash floods and debris flows. To reduce public exposure to hazard, the U.S. Geological Survey produces post-fire debris-flow hazard assessments for select fires in the western United States. We use publicly available geospatial data describing basin morphology, burn severity, soil properties, and rainfall characteristics to estimate the statistical likelihood that debris flows will occur in response to a storm of a given rainfall intensity. Using an empirical database and refined geospatial analysis methods, we defined new equations for the prediction of debris-flow likelihood using logistic regression methods. We showed that the new logistic regression model outperformed previous models used to predict debris-flow likelihood.

Likelihood analysis of parity violation in the compound nucleus

International Nuclear Information System (INIS)

Bowman, D.; Sharapov, E.

1993-01-01

We discuss the determination of the root mean-squared matrix element of the parity-violating interaction between compound-nuclear states using likelihood analysis. We briefly review the relevant features of the statistical model of the compound nucleus and the formalism of likelihood analysis. We then discuss the application of likelihood analysis to data on panty-violating longitudinal asymmetries. The reliability of the extracted value of the matrix element and errors assigned to the matrix element is stressed. We treat the situations where the spins of the p-wave resonances are not known and known using experimental data and Monte Carlo techniques. We conclude that likelihood analysis provides a reliable way to determine M and its confidence interval. We briefly discuss some problems associated with the normalization of the likelihood function

Cosmological parameter estimation using Particle Swarm Optimization

Science.gov (United States)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

Cosmological parameter estimation using Particle Swarm Optimization

International Nuclear Information System (INIS)

Prasad, J; Souradeep, T

2014-01-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite

Precision Parameter Estimation and Machine Learning

Science.gov (United States)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Evaluation of geostatistical parameters based on well tests; Estimation de parametres geostatistiques a partir de tests de puits

Energy Technology Data Exchange (ETDEWEB)

Gauthier, Y.

1997-10-20

Geostatistical tools are increasingly used to model permeability fields in subsurface reservoirs, which are considered as a particular random variable development depending of several geostatistical parameters such as variance and correlation length. The first part of the thesis is devoted to the study of relations existing between the transient well pressure (the well test) and the stochastic permeability field, using the apparent permeability concept.The well test performs a moving permeability average over larger and larger volume with increasing time. In the second part, the geostatistical parameters are evaluated using well test data; a Bayesian framework is used and parameters are estimated using the maximum likelihood principle by maximizing the well test data probability density function with respect to these parameters. This method, involving a well test fast evaluation, provides an estimation of the correlation length and the variance over different realizations of a two-dimensional permeability field

Entropy maximization

Indian Academy of Sciences (India)

Abstract. It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf f that satisfy. ∫ fhi dμ = λi for i = 1, 2,...,...k the maximizer of entropy is an f0 that is pro- portional to exp(. ∑ ci hi ) for some choice of ci . An extension of this to a continuum of.

MAXIMUM LIKELIHOOD CLASSIFICATION OF HIGH-RESOLUTION SAR IMAGES IN URBAN AREA

Directory of Open Access Journals (Sweden)

M. Soheili Majd

2012-09-01

Full Text Available In this work, we propose a state-of-the-art on statistical analysis of polarimetric synthetic aperture radar (SAR data, through the modeling of several indices. We concentrate on eight ground classes which have been carried out from amplitudes, co-polarisation ratio, depolarization ratios, and other polarimetric descriptors. To study their different statistical behaviours, we consider Gauss, log- normal, Beta I, Weibull, Gamma, and Fisher statistical models and estimate their parameters using three methods: method of moments (MoM, maximum-likelihood (ML methodology, and log-cumulants method (MoML. Then, we study the opportunity of introducing this information in an adapted supervised classification scheme based on Maximum–Likelihood and Fisher pdf. Our work relies on an image of a suburban area, acquired by the airborne RAMSES SAR sensor of ONERA. The results prove the potential of such data to discriminate urban surfaces and show the usefulness of adapting any classical classification algorithm however classification maps present a persistant class confusion between flat gravelled or concrete roofs and trees.

Unbinned likelihood analysis of EGRET observations

International Nuclear Information System (INIS)

Digel, Seth W.

2000-01-01

We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data

Maximum likelihood-based analysis of single-molecule photon arrival trajectories

Science.gov (United States)

Hajdziona, Marta; Molski, Andrzej

2011-02-01

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

Maximum likelihood-based analysis of single-molecule photon arrival trajectories.

Science.gov (United States)

Hajdziona, Marta; Molski, Andrzej

2011-02-07

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 10(3) photons. When the intensity levels are well-separated and 10(4) photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

FLEAD: online frequency likelihood estimation anomaly detection for mobile sensing

NARCIS (Netherlands)

Le Viet Duc, L Duc; Scholten, Johan; Havinga, Paul J.M.

With the rise of smartphone platforms, adaptive sensing becomes an predominant key to overcome intricate constraints such as smartphone's capabilities and dynamic data. One way to do this is estimating the event probability based on anomaly detection to invoke heavy processes, such as switching on

Directional maximum likelihood self-estimation of the path-loss exponent

NARCIS (Netherlands)

Hu, Y.; Leus, G.J.T.; Dong, Min; Zheng, Thomas Fang

2016-01-01

The path-loss exponent (PLE) is a key parameter in wireless propagation channels. Therefore, obtaining the knowledge of the PLE is rather significant for assisting wireless communications and networking to achieve a better performance. Most existing methods for estimating the PLE not only require

An alternative empirical likelihood method in missing response problems and causal inference.

Science.gov (United States)

Ren, Kaili; Drummond, Christopher A; Brewster, Pamela S; Haller, Steven T; Tian, Jiang; Cooper, Christopher J; Zhang, Biao

2016-11-30

Missing responses are common problems in medical, social, and economic studies. When responses are missing at random, a complete case data analysis may result in biases. A popular debias method is inverse probability weighting proposed by Horvitz and Thompson. To improve efficiency, Robins et al. proposed an augmented inverse probability weighting method. The augmented inverse probability weighting estimator has a double-robustness property and achieves the semiparametric efficiency lower bound when the regression model and propensity score model are both correctly specified. In this paper, we introduce an empirical likelihood-based estimator as an alternative to Qin and Zhang (2007). Our proposed estimator is also doubly robust and locally efficient. Simulation results show that the proposed estimator has better performance when the propensity score is correctly modeled. Moreover, the proposed method can be applied in the estimation of average treatment effect in observational causal inferences. Finally, we apply our method to an observational study of smoking, using data from the Cardiovascular Outcomes in Renal Atherosclerotic Lesions clinical trial. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Entropy Maximization

Indian Academy of Sciences (India)

It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf that satisfy ∫ f h i d = i for i = 1 , 2 , … , … k the maximizer of entropy is an f 0 that is proportional to exp ⁡ ( ∑ c i h i ) for some choice of c i . An extension of this to a continuum of ...

Estimation of some stochastic models used in reliability engineering

International Nuclear Information System (INIS)

Huovinen, T.

1989-04-01

The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a beta-binomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gamma-poisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilizing point processes. Here we consider the statistical analysis of non-homogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method

Workplace air measurements and likelihood of exposure to manufactured nano-objects, agglomerates, and aggregates

International Nuclear Information System (INIS)

Brouwer, Derk H.; Duuren-Stuurman, Birgit van; Berges, Markus; Bard, Delphine; Jankowska, Elzbieta; Moehlmann, Carsten; Pelzer, Johannes; Mark, Dave

2013-01-01

Manufactured nano-objects, agglomerates, and aggregates (NOAA) may have adverse effect on human health, but little is known about occupational risks since actual estimates of exposure are lacking. In a large-scale workplace air-monitoring campaign, 19 enterprises were visited and 120 potential exposure scenarios were measured. A multi-metric exposure assessment approach was followed and a decision logic was developed to afford analysis of all results in concert. The overall evaluation was classified by categories of likelihood of exposure. At task level about 53 % showed increased particle number or surface area concentration compared to “background” level, whereas 72 % of the TEM samples revealed an indication that NOAA were present in the workplace. For 54 out of the 120 task-based exposure scenarios, an overall evaluation could be made based on all parameters of the decision logic. For only 1 exposure scenario (approximately 2 %), the highest level of potential likelihood was assigned, whereas in total in 56 % of the exposure scenarios the overall evaluation revealed the lowest level of likelihood. However, for the remaining 42 % exposure to NOAA could not be excluded

Estimation of flashover voltage probability of overhead line insulators under industrial pollution, based on maximum likelihood method

International Nuclear Information System (INIS)

Arab, M.N.; Ayaz, M.

2004-01-01

The performance of transmission line insulator is greatly affected by dust, fumes from industrial areas and saline deposit near the coast. Such pollutants in the presence of moisture form a coating on the surface of the insulator, which in turn allows the passage of leakage current. This leakage builds up to a point where flashover develops. The flashover is often followed by permanent failure of insulation resulting in prolong outages. With the increase in system voltage owing to the greater demand of electrical energy over the past few decades, the importance of flashover due to pollution has received special attention. The objective of the present work was to study the performance of overhead line insulators in the presence of contaminants such as induced salts. A detailed review of the literature and the mechanisms of insulator flashover due to the pollution are presented. Experimental investigations on the behavior of overhead line insulators under industrial salt contamination are carried out. A special fog chamber was designed in which the contamination testing of insulators was carried out. Flashover behavior under various degrees of contamination of insulators with the most common industrial fume components such as Nitrate and Sulphate compounds was studied. Substituting the normal distribution parameter in the probability distribution function based on maximum likelihood develops a statistical method. The method gives a high accuracy in the estimation of the 50% flashover voltage, which is then used to evaluate the critical flashover index at various contamination levels. The critical flashover index is a valuable parameter in insulation design for numerous applications. (author)

Enhancing resolution and contrast in second-harmonic generation microscopy using an advanced maximum likelihood estimation restoration method

Science.gov (United States)

Sivaguru, Mayandi; Kabir, Mohammad M.; Gartia, Manas Ranjan; Biggs, David S. C.; Sivaguru, Barghav S.; Sivaguru, Vignesh A.; Berent, Zachary T.; Wagoner Johnson, Amy J.; Fried, Glenn A.; Liu, Gang Logan; Sadayappan, Sakthivel; Toussaint, Kimani C.

2017-02-01

Second-harmonic generation (SHG) microscopy is a label-free imaging technique to study collagenous materials in extracellular matrix environment with high resolution and contrast. However, like many other microscopy techniques, the actual spatial resolution achievable by SHG microscopy is reduced by out-of-focus blur and optical aberrations that degrade particularly the amplitude of the detectable higher spatial frequencies. Being a two-photon scattering process, it is challenging to define a point spread function (PSF) for the SHG imaging modality. As a result, in comparison with other two-photon imaging systems like two-photon fluorescence, it is difficult to apply any PSF-engineering techniques to enhance the experimental spatial resolution closer to the diffraction limit. Here, we present a method to improve the spatial resolution in SHG microscopy using an advanced maximum likelihood estimation (AdvMLE) algorithm to recover the otherwise degraded higher spatial frequencies in an SHG image. Through adaptation and iteration, the AdvMLE algorithm calculates an improved PSF for an SHG image and enhances the spatial resolution by decreasing the full-width-at-halfmaximum (FWHM) by 20%. Similar results are consistently observed for biological tissues with varying SHG sources, such as gold nanoparticles and collagen in porcine feet tendons. By obtaining an experimental transverse spatial resolution of 400 nm, we show that the AdvMLE algorithm brings the practical spatial resolution closer to the theoretical diffraction limit. Our approach is suitable for adaptation in micro-nano CT and MRI imaging, which has the potential to impact diagnosis and treatment of human diseases.

pplacer: linear time maximum-likelihood and Bayesian phylogenetic placement of sequences onto a fixed reference tree

Directory of Open Access Journals (Sweden)

Kodner Robin B

2010-10-01

Full Text Available Abstract Background Likelihood-based phylogenetic inference is generally considered to be the most reliable classification method for unknown sequences. However, traditional likelihood-based phylogenetic methods cannot be applied to large volumes of short reads from next-generation sequencing due to computational complexity issues and lack of phylogenetic signal. "Phylogenetic placement," where a reference tree is fixed and the unknown query sequences are placed onto the tree via a reference alignment, is a way to bring the inferential power offered by likelihood-based approaches to large data sets. Results This paper introduces pplacer, a software package for phylogenetic placement and subsequent visualization. The algorithm can place twenty thousand short reads on a reference tree of one thousand taxa per hour per processor, has essentially linear time and memory complexity in the number of reference taxa, and is easy to run in parallel. Pplacer features calculation of the posterior probability of a placement on an edge, which is a statistically rigorous way of quantifying uncertainty on an edge-by-edge basis. It also can inform the user of the positional uncertainty for query sequences by calculating expected distance between placement locations, which is crucial in the estimation of uncertainty with a well-sampled reference tree. The software provides visualizations using branch thickness and color to represent number of placements and their uncertainty. A simulation study using reads generated from 631 COG alignments shows a high level of accuracy for phylogenetic placement over a wide range of alignment diversity, and the power of edge uncertainty estimates to measure placement confidence. Conclusions Pplacer enables efficient phylogenetic placement and subsequent visualization, making likelihood-based phylogenetics methodology practical for large collections of reads; it is freely available as source code, binaries, and a web service.

Process for estimating likelihood and confidence in post detonation nuclear forensics.

Energy Technology Data Exchange (ETDEWEB)

Darby, John L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Craft, Charles M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2014-07-01

Technical nuclear forensics (TNF) must provide answers to questions of concern to the broader community, including an estimate of uncertainty. There is significant uncertainty associated with post-detonation TNF. The uncertainty consists of a great deal of epistemic (state of knowledge) as well as aleatory (random) uncertainty, and many of the variables of interest are linguistic (words) and not numeric. We provide a process by which TNF experts can structure their process for answering questions and provide an estimate of uncertainty. The process uses belief and plausibility, fuzzy sets, and approximate reasoning.

Maximally incompatible quantum observables

Energy Technology Data Exchange (ETDEWEB)

Heinosaari, Teiko, E-mail: teiko.heinosaari@utu.fi [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turku (Finland); Schultz, Jussi, E-mail: jussi.schultz@gmail.com [Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Toigo, Alessandro, E-mail: alessandro.toigo@polimi.it [Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy); Istituto Nazionale di Fisica Nucleare, Sezione di Milano, Via Celoria 16, I-20133 Milano (Italy); Ziman, Mario, E-mail: ziman@savba.sk [RCQI, Institute of Physics, Slovak Academy of Sciences, Dúbravská cesta 9, 84511 Bratislava (Slovakia); Faculty of Informatics, Masaryk University, Botanická 68a, 60200 Brno (Czech Republic)

2014-05-01

The existence of maximally incompatible quantum observables in the sense of a minimal joint measurability region is investigated. Employing the universal quantum cloning device it is argued that only infinite dimensional quantum systems can accommodate maximal incompatibility. It is then shown that two of the most common pairs of complementary observables (position and momentum; number and phase) are maximally incompatible.

Maximally incompatible quantum observables

International Nuclear Information System (INIS)

Heinosaari, Teiko; Schultz, Jussi; Toigo, Alessandro; Ziman, Mario

2014-01-01

The existence of maximally incompatible quantum observables in the sense of a minimal joint measurability region is investigated. Employing the universal quantum cloning device it is argued that only infinite dimensional quantum systems can accommodate maximal incompatibility. It is then shown that two of the most common pairs of complementary observables (position and momentum; number and phase) are maximally incompatible.

Safe semi-supervised learning based on weighted likelihood.

Science.gov (United States)

Kawakita, Masanori; Takeuchi, Jun'ichi

2014-05-01

We are interested in developing a safe semi-supervised learning that works in any situation. Semi-supervised learning postulates that n(') unlabeled data are available in addition to n labeled data. However, almost all of the previous semi-supervised methods require additional assumptions (not only unlabeled data) to make improvements on supervised learning. If such assumptions are not met, then the methods possibly perform worse than supervised learning. Sokolovska, Cappé, and Yvon (2008) proposed a semi-supervised method based on a weighted likelihood approach. They proved that this method asymptotically never performs worse than supervised learning (i.e., it is safe) without any assumption. Their method is attractive because it is easy to implement and is potentially general. Moreover, it is deeply related to a certain statistical paradox. However, the method of Sokolovska et al. (2008) assumes a very limited situation, i.e., classification, discrete covariates, n(')→∞ and a maximum likelihood estimator. In this paper, we extend their method by modifying the weight. We prove that our proposal is safe in a significantly wide range of situations as long as n≤n('). Further, we give a geometrical interpretation of the proof of safety through the relationship with the above-mentioned statistical paradox. Finally, we show that the above proposal is asymptotically safe even when n(')

Rapid maximum likelihood ancestral state reconstruction of continuous characters: A rerooting-free algorithm.

Science.gov (United States)

Goolsby, Eric W

2017-04-01

Ancestral state reconstruction is a method used to study the evolutionary trajectories of quantitative characters on phylogenies. Although efficient methods for univariate ancestral state reconstruction under a Brownian motion model have been described for at least 25 years, to date no generalization has been described to allow more complex evolutionary models, such as multivariate trait evolution, non-Brownian models, missing data, and within-species variation. Furthermore, even for simple univariate Brownian motion models, most phylogenetic comparative R packages compute ancestral states via inefficient tree rerooting and full tree traversals at each tree node, making ancestral state reconstruction extremely time-consuming for large phylogenies. Here, a computationally efficient method for fast maximum likelihood ancestral state reconstruction of continuous characters is described. The algorithm has linear complexity relative to the number of species and outperforms the fastest existing R implementations by several orders of magnitude. The described algorithm is capable of performing ancestral state reconstruction on a 1,000,000-species phylogeny in fewer than 2 s using a standard laptop, whereas the next fastest R implementation would take several days to complete. The method is generalizable to more complex evolutionary models, such as phylogenetic regression, within-species variation, non-Brownian evolutionary models, and multivariate trait evolution. Because this method enables fast repeated computations on phylogenies of virtually any size, implementation of the described algorithm can drastically alleviate the computational burden of many otherwise prohibitively time-consuming tasks requiring reconstruction of ancestral states, such as phylogenetic imputation of missing data, bootstrapping procedures, Expectation-Maximization algorithms, and Bayesian estimation. The described ancestral state reconstruction algorithm is implemented in the Rphylopars

Seasonal species interactions minimize the impact of species turnover on the likelihood of community persistence.

Science.gov (United States)

Saavedra, Serguei; Rohr, Rudolf P; Fortuna, Miguel A; Selva, Nuria; Bascompte, Jordi

2016-04-01

Many of the observed species interactions embedded in ecological communities are not permanent, but are characterized by temporal changes that are observed along with abiotic and biotic variations. While work has been done describing and quantifying these changes, little is known about their consequences for species coexistence. Here, we investigate the extent to which changes of species composition impact the likelihood of persistence of the predator-prey community in the highly seasonal Białowieza Primeval Forest (northeast Poland), and the extent to which seasonal changes of species interactions (predator diet) modulate the expected impact. This likelihood is estimated extending recent developments on the study of structural stability in ecological communities. We find that the observed species turnover strongly varies the likelihood of community persistence between summer and winter. Importantly, we demonstrate that the observed seasonal interaction changes minimize the variation in the likelihood of persistence associated with species turnover across the year. We find that these community dynamics can be explained as the coupling of individual species to their environment by minimizing both the variation in persistence conditions and the interaction changes between seasons. Our results provide a homeostatic explanation for seasonal species interactions and suggest that monitoring the association of interactions changes with the level of variation in community dynamics can provide a good indicator of the response of species to environmental pressures.

M-Estimators of Roughness and Scale for -Modelled SAR Imagery

Directory of Open Access Journals (Sweden)

Frery Alejandro C

2002-01-01

Full Text Available The GA0 distribution is assumed as the universal model for multilook amplitude SAR imagery data under the multiplicative model. This distribution has two unknown parameters related to the roughness and the scale of the signal, that can be used in image analysis and processing. It can be seen that maximum likelihood and moment estimators for its parameters can be influenced by small percentages of "outliers"; hence, it is of outmost importance to find robust estimators for these parameters. One of the best-known classes of robust techniques is that of M-estimators, which are an extension of the maximum likelihood estimation method. In this work we derive the M-estimators for the parameters of the distribution, and compare them with maximum likelihood estimators with a Monte-Carlo experience. It is checked that this robust technique is superior to the classical approach under the presence of corner reflectors, a common source of contamination in SAR images. Numerical issues are addressed, and a practical example is provided.

Likelihood ratio meta-analysis: New motivation and approach for an old method.

Science.gov (United States)

Dormuth, Colin R; Filion, Kristian B; Platt, Robert W

2016-03-01

A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience. Copyright © 2016 Elsevier Inc. All rights reserved.

Weighted profile likelihood-based confidence interval for the difference between two proportions with paired binomial data.

Science.gov (United States)

Pradhan, Vivek; Saha, Krishna K; Banerjee, Tathagata; Evans, John C

2014-07-30

Inference on the difference between two binomial proportions in the paired binomial setting is often an important problem in many biomedical investigations. Tang et al. (2010, Statistics in Medicine) discussed six methods to construct confidence intervals (henceforth, we abbreviate it as CI) for the difference between two proportions in paired binomial setting using method of variance estimates recovery. In this article, we propose weighted profile likelihood-based CIs for the difference between proportions of a paired binomial distribution. However, instead of the usual likelihood, we use weighted likelihood that is essentially making adjustments to the cell frequencies of a 2 × 2 table in the spirit of Agresti and Min (2005, Statistics in Medicine). We then conduct numerical studies to compare the performances of the proposed CIs with that of Tang et al. and Agresti and Min in terms of coverage probabilities and expected lengths. Our numerical study clearly indicates that the weighted profile likelihood-based intervals and Jeffreys interval (cf. Tang et al.) are superior in terms of achieving the nominal level, and in terms of expected lengths, they are competitive. Finally, we illustrate the use of the proposed CIs with real-life examples. Copyright © 2014 John Wiley & Sons, Ltd.

Effects of Initial Values and Convergence Criterion in the Two-Parameter Logistic Model When Estimating the Latent Distribution in BILOG-MG 3.

Directory of Open Access Journals (Sweden)

Ingo W Nader